Pages that link to "Item:Q1945553"

The following pages link to Financial modeling. A backward stochastic differential equations perspective (Q1945553):

Displaying 21 items.

• Counterparty risk and funding: immersion and beyond (Q331358) (← links)
• Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
• Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
• Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations (Q784734) (← links)
• Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
• A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
• Enhanced group analysis of a semi linear generalization of a general bond-pricing equation (Q2204806) (← links)
• Linear backward stochastic differential equations with Gaussian Volterra processes (Q2240074) (← links)
• Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
• Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111) (← links)
• A Lévy HJM multiple-curve model with application to CVA computation (Q4683048) (← links)
• XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS (Q4686502) (← links)
• Instantaneous Mean-Variance Hedging and Sharpe Ratio Pricing in a Regime-Switching Financial Model (Q4981886) (← links)
• A polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141) (← links)
• Rational multi-curve models with counterparty-risk valuation adjustments (Q5001175) (← links)
• Pathwise Dynamic Programming (Q5219679) (← links)
• INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA (Q5299994) (← links)
• Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games (Q6058510) (← links)
• Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations (Q6111874) (← links)