Pages that link to "Item:Q1332326"
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The following pages link to Continuous exponential martingales and BMO (Q1332326):
Displaying 50 items.
- Sharp \(L^p\)-bounds for the martingale maximal function (Q1751957) (← links)
- Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations (Q1762334) (← links)
- Weighted BMO and discrete time hedging within the Black-Scholes model (Q1775518) (← links)
- Optimal stopping for dynamic convex risk measures (Q1928868) (← links)
- On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
- A financial market with interacting investors: does an equilibrium exist? (Q1932546) (← links)
- Robust consumption-investment problems with random market coefficients (Q1938991) (← links)
- Optimal investment under multiple defaults risk: a BSDE-decomposition approach (Q1948694) (← links)
- Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
- Sensitivity of optimal consumption streams (Q2000136) (← links)
- Quadratic BSDEs with mean reflection (Q2001551) (← links)
- Two-weighted estimates for positive operators and Doob maximal operators on filtered measure spaces (Q2004918) (← links)
- A note on the exponential \(G\)-martingale (Q2015263) (← links)
- Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations (Q2020113) (← links)
- Equilibrium asset pricing with transaction costs (Q2022762) (← links)
- Obliquely reflected backward stochastic differential equations (Q2028961) (← links)
- Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations (Q2045114) (← links)
- Asymptotic optimality of a first-order approximate strategy for an exponential utility maximization problem with a small coefficient of wealth-dependent risk aversion (Q2045132) (← links)
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- On the best constant in the \(L^p\) estimate for the sharp maximal function (Q2091043) (← links)
- Quadratic mean-field reflected BSDEs (Q2096186) (← links)
- Mean field portfolio games (Q2111248) (← links)
- Necessary and sufficient conditions for the uniform integrability of the stochastic exponential (Q2116479) (← links)
- Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
- Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints (Q2132264) (← links)
- Reflected BSDEs in non-convex domains (Q2159261) (← links)
- Sharp moment estimates for martingales with uniformly bounded square functions (Q2163301) (← links)
- On the best constant in the martingale version of Fefferman's inequality (Q2174985) (← links)
- Weighted bounded mean oscillation applied to backward stochastic differential equations (Q2175336) (← links)
- A ratio inequality for nonnegative martingales and their differential subordinates (Q2183120) (← links)
- Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← links)
- Mean-variance asset-liability management problem under non-Markovian regime-switching models (Q2187333) (← links)
- A type of globally solvable BSDEs with triangularly quadratic generators (Q2201488) (← links)
- Embedding \textit{BMO} into weighted \textit{BMO} (Q2232009) (← links)
- Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
- Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon (Q2238961) (← links)
- Utility maximization via decoupling fields (Q2240471) (← links)
- Uniqueness of solution to scalar BSDEs with \(L\exp\left(\mu_0\sqrt{2\log(1+L)}\right)\)-integrable terminal values: an \(L^1\)-solution approach (Q2240578) (← links)
- Sharp Lorentz-norm estimates for BMO martingales (Q2244510) (← links)
- Characterization of the value process in robust efficient hedging (Q2247915) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
- Path regularity and explicit convergence rate for BSDE with truncated quadratic growth (Q2267520) (← links)
- Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
- Sharp weighted weak type \((\infty, \infty)\) inequality for differentially subordinate martingales (Q2273727) (← links)
- Uniform integrability of exponential processes (Q2284226) (← links)
- Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
