Pages that link to "Item:Q2271730"
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The following pages link to Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730):
Displayed 14 items.
- QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS (Q4922061) (← links)
- AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK (Q5010067) (← links)
- Mean-variance portfolio selection with non-negative state-dependent risk aversion (Q5014196) (← links)
- A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
- Quadratic BSDEs with jumps and related PIDEs (Q5086911) (← links)
- Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
- Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
- Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule (Q5411892) (← links)
- Convergence results for the indifference value based on the stability of BSDEs (Q5411914) (← links)
- BSDEs with stochastic Lipschitz condition: a general result (Q6090958) (← links)
- Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (Q6090959) (← links)
- Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)