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- Paper Linear Multistep Schemes for BSDEs 2015-04-08 Paper When terminal facelift enforces delta constraints 2015-03-30 Paper Doubly reflected BSDEs with...10 bytes (19 words) - 00:53, 10 December 2023
- representation for Hamilton-Jacobi-Bellman IPDE 2015-07-10 Paper When terminal facelift enforces delta constraints 2015-03-30 Paper Adding constraints to BSDEs...10 bytes (16 words) - 16:48, 6 October 2023
- transaction costs on the volume of traded assets 2015-08-04 Paper When terminal facelift enforces delta constraints 2015-03-30 Paper BSDEs with weak terminal condition...10 bytes (16 words) - 05:53, 7 October 2023
- predictive 3-3-1 model with \(A_{4}\) flavor symmetry 2016-03-30 Paper Facelifting in utility maximization 2016-03-29 Paper Pore-scale study of miscible...10 bytes (16 words) - 01:35, 7 October 2023
- predictive 3-3-1 model with \(A_{4}\) flavor symmetry 2016-03-30 Paper Facelifting in utility maximization 2016-03-29 Paper Pore-scale study of miscible...10 bytes (15 words) - 00:59, 25 September 2023
- 6020 zbMATH Keywords superreplication; viability; portfolio constraints; facelift; BSDEs Mathematics Subject Classification ID 93E20: Optimal stochastic...15 bytes (83 words) - 16:52, 2 February 2024
- maximization; martingale measure; convex analysis; discontinuous value function; facelift Mathematics Subject Classification ID 93E20: Optimal stochastic control...15 bytes (80 words) - 02:40, 30 January 2024
- 02675 zbMATH Keywords discrete-time approximation; constrainted BSDEs; facelift transformation; neural networks approximation Mathematics Subject Classification...15 bytes (105 words) - 20:04, 1 February 2024
