Convergence results for the indifference value based on the stability of BSDEs (Q5411914): Difference between revisions

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+Wijsman convergence: A survey
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+Normal rank
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+Quadratic BSDEs with convex generators and unbounded terminal conditions
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+Exponential utility indifference valuation in two Brownian settings with stochastic correlation
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+Convexity bounds for BSDE solutions, with applications to indifference valuation
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+Continuous exponential martingales and BMO
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+Normal rank
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Dynamic exponential utility indifference valuation
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+Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
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+Explicit solutions of some utility maximization problems in incomplete markets
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