On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis (Q3580108): Difference between revisions

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+W2051641896
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+.3941
@@ Property / arXiv ID: 0905.3941 / rank @@
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@@ Property / cites work @@
+Q3160493
@@ Property / cites work: Q3160493 / rank @@
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@@ Property / cites work @@
+Filtration-consistent nonlinear expectations and related \(g\)-expectations
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+Utility maximization in incomplete markets
@@ Property / cites work: Utility maximization in incomplete markets / rank @@
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+Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations
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+Continuous exponential martingales and BMO
@@ Property / cites work: Continuous exponential martingales and BMO / rank @@
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Q3996259
@@ Property / cites work: Q3996259 / rank @@
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