Pages that link to "Item:Q1766047"

The following pages link to Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047):

Displayed 2 items.

• Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients (Q946222) ‎ (← links)
• A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) ‎ (← links)