The following pages link to Stochastic Differential Utility (Q4006270):
Displaying 50 items.
- Existence of an optimal control for stochastic control systems with nonlinear cost functional (Q3585332) (← links)
- Dynamic consumption and asset allocation with derivative securities (Q3593597) (← links)
- State-Dependent Utility (Q3621147) (← links)
- Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> (Q4345934) (← links)
- Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483) (← links)
- Near-maximum principle for general recursive utility optimal control problem (Q4560986) (← links)
- LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY (Q4563762) (← links)
- Singular recursive utility (Q4584681) (← links)
- Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
- Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725) (← links)
- Fundamental Principles of Modeling in Macroeconomics (Q4606774) (← links)
- Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions (Q4676430) (← links)
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications (Q4678748) (← links)
- A CLASS OF TWO-PARAMETER BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN SHEET (Q4796584) (← links)
- Optimization of Utility for “Larger Investor” with Anticipation (Q4799711) (← links)
- Weak Solutions of Forward–Backward SDE's (Q4804867) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- Filtration stability of backward sde's (Q4946977) (← links)
- Dynamic mean–variance portfolio selection in market with jump-diffusion models (Q4981879) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- Eliciting Risk Preferences and Elasticity of Substitution (Q4991770) (← links)
- Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations (Q4999562) (← links)
- Portfolio choices: comparative statics under both expected return and volatility uncertainty (Q5014234) (← links)
- (Q5044125) (← links)
- LATENCY AND LIQUIDITY RISK (Q5061490) (← links)
- A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint (Q5078029) (← links)
- Smooth ambiguity preferences and asset prices with a jump-diffusion process (Q5079378) (← links)
- Quadratic reflected BSDEs and related obstacle problems for PDEs (Q5085597) (← links)
- Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition (Q5086474) (← links)
- Reflected backward doubly stochastic differential equations with discontinuous barrier (Q5086528) (← links)
- New approach to optimal control of stochastic Volterra integral equations (Q5087030) (← links)
- Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
- Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
- Maximum Principle for Stochastic Recursive Optimal Control Problem under Model Uncertainty (Q5111072) (← links)
- Stochastic recursive optimal control problem of reflected stochastic differential systems (Q5130093) (← links)
- Infinite horizon reflected backward stochastic differential equations with Markov chains (Q5160260) (← links)
- Forward-backward stochastic differential equations with mixed initial-terminal conditions (Q5189160) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- Nash Equilibrium Payoffs for Stochastic Differential Games with two Reflecting Barriers (Q5262445) (← links)
- Dynamic risk measure for BSVIE with jumps and semimartingale issues (Q5379260) (← links)
- Derivative pricing under asymmetric and imperfect collateralization and CVA (Q5397416) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- Terminal-Dependent Statistical Inferences for FBSDE (Q5416840) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS (Q5700133) (← links)
- MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
- Life insurance decisions under recursive utility (Q5743528) (← links)
- Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (Q5745691) (← links)
