Pages that link to "Item:Q1932521"
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The following pages link to A forward-backward SDE approach to affine models (Q1932521):
Displayed 5 items.
- A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
- SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
- A BSDE approach for bond pricing under interest rate models with self-exciting jumps (Q5078537) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- Explicit Solutions of Quadratic FBSDEs Arising From Quadratic Term Structure Models (Q5256269) (← links)