Pages that link to "Item:Q1950264"
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The following pages link to Singular forward-backward stochastic differential equations and emissions derivatives (Q1950264):
Displaying 12 items.
- Control of McKean-Vlasov dynamics versus mean field games (Q356473) (← links)
- A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
- Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs (Q2154437) (← links)
- Numerical approximation of singular forward-backward SDEs (Q2168288) (← links)
- Numerical solution of a nonlinear PDE model for pricing renewable energy certificates (RECs) (Q2243196) (← links)
- A pricing option approach based on backward stochastic differential equation theory (Q2321651) (← links)
- Model and numerical methods for pricing renewable energy certificate derivatives (Q2684158) (← links)
- Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach (Q2808243) (← links)
- Forward-backward SDEs with discontinuous coefficients (Q4639169) (← links)
- Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process (Q5163683) (← links)
- Backward SDEs for control with partial information (Q5743122) (← links)
- Optimal dynamic regulation of carbon emissions market (Q6054446) (← links)
