Pages that link to "Item:Q1814742"
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The following pages link to Hedging options for a large investor and forward-backward SDE's (Q1814742):
Displaying 38 items.
- Rational expectations models: An approach using forward-backward stochastic differential equations (Q2482634) (← links)
- Existence of the solutions of backward-forward SDE's with continuous monotone coefficients (Q2497820) (← links)
- Numerical methods for forward-backward stochastic differential equations (Q2564697) (← links)
- A regression-based Monte Carlo method to solve backward stochastic differential equations (Q2572405) (← links)
- No arbitrage conditions and liquidity (Q2642001) (← links)
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
- Fully coupled forward-backward stochastic functional differential equations and applications to quadratic optimal control (Q2661843) (← links)
- Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators (Q2685237) (← links)
- Nonparametric Estimation for FBSDEs Models with Applications in Finance (Q2786238) (← links)
- OPTIMAL CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR: AN INTENSITY-BASED CONTROL FRAMEWORK (Q2851560) (← links)
- Option hedging by an influential informed investor (Q2862441) (← links)
- Optimal execution strategy in the presence of permanent price impact and fixed transaction cost (Q2864791) (← links)
- Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem (Q2957558) (← links)
- Recursive Stochastic<i>H</i><sub>2</sub>/<i>H</i><sub><i>∞</i></sub>Control Problem for Delay Systems Involving Continuous and Impulse Controls (Q2970913) (← links)
- Hedging costs for two large investors (Q3017913) (← links)
- Calibration of a nonlinear feedback option pricing model (Q3439871) (← links)
- MODELING LIQUIDITY EFFECTS IN DISCRETE TIME (Q3446057) (← links)
- Market Influence of Portfolio Optimizers (Q3502200) (← links)
- Partial Hedging in Financial Markets with a Large Agent (Q3652701) (← links)
- Option pricing for large agents (Q4483613) (← links)
- Optimization of Utility for “Larger Investor” with Anticipation (Q4799711) (← links)
- Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← links)
- (Q4988574) (← links)
- Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840) (← links)
- BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING (Q5175221) (← links)
- Optimal Discrete Hedging in Garman-Kohlhagen Model with Liquidity Risk (Q5357776) (← links)
- Arbitrage-free interval and dynamic hedging in an illiquid market (Q5397440) (← links)
- Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (Q5745691) (← links)
- A market model with medium/long-term effects due to an insider (Q5746774) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact (Q6054406) (← links)
- Gaussian-type density bounds for solutions to multidimensional backward SDEs and application to gene expression (Q6072429) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
- Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations (Q6095317) (← links)
- (Q6097286) (← links)
- Forward-backward stochastic differential equations: initiation, development and beyond (Q6164084) (← links)
- Existence and uniqueness of solution for fully coupled fractional forward-backward stochastic differential equations with delay and anticipated term (Q6192578) (← links)
