A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new existence result for second-order BSDEs with quadratic growth and their applications |
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A new existence result for second-order BSDEs with quadratic growth and their applications (English)
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4 May 2016
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backward stochastic differential equations
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quadratic growth
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robust utility maximization
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nonlinear evaluations
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