Pages that link to "Item:Q1932546"

The following pages link to A financial market with interacting investors: does an equilibrium exist? (Q1932546):

Displaying 43 items.

• On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
• A system of quadratic BSDEs arising in a price impact model (Q292906) (← links)
• Splitting multidimensional BSDEs and finding local equilibria (Q402721) (← links)
• BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
• A stability approach for solving multidimensional quadratic BSDEs (Q1721997) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
• RETRACTED ARTICLE: Conditional expectations in \(L^p(\mu ;L^q(\nu ;X))\) (Q1753004) (← links)
• Quadratic BSDEs with mean reflection (Q2001551) (← links)
• Comparison theorem for diagonally quadratic BSDEs (Q2030831) (← links)
• Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
• Radner equilibrium and systems of quadratic BSDEs with discontinuous generators (Q2094573) (← links)
• Mean field portfolio games (Q2111248) (← links)
• Many-player games of optimal consumption and investment under relative performance criteria (Q2175463) (← links)
• A type of globally solvable BSDEs with triangularly quadratic generators (Q2201488) (← links)
• Functional inequalities for forward and backward diffusions (Q2201508) (← links)
• Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
• Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103) (← links)
• The Cauchy problem of backward stochastic super-parabolic equations with quadratic growth (Q2296124) (← links)
• On conditional expectations in \(L^p(\mu ;L^q(\nu ;X))\) (Q2633888) (← links)
• Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators (Q2670782) (← links)
• Mean field portfolio games with consumption (Q2690072) (← links)
• Multidimensional quadratic and subquadratic BSDEs with special structure (Q2804014) (← links)
• Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model (Q2819094) (← links)
• Contracting Theory with Competitive Interacting Agents (Q4631456) (← links)
• Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
• Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality (Q5050088) (← links)
• Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums (Q5076715) (← links)
• Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs (Q5081638) (← links)
• Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games (Q5087020) (← links)
• Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
• OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (Q5247420) (← links)
• Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
• (Q5868988) (← links)
• Multi-dimensional backward stochastic differential equations of diagonally quadratic generators (Q5965370) (← links)
• Fund managers' competition for investment flows based on relative performance (Q6051175) (← links)
• Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result (Q6102672) (← links)
• Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
• On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)
• (Q6121721) (← links)
• Existence of an equilibrium with limited participation (Q6130332) (← links)
• Optimal investment in a large population of competitive and heterogeneous agents (Q6130337) (← links)
• Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948) (← links)