Pages that link to "Item:Q2271730"
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The following pages link to Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730):
Displaying 50 items.
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions (Q265654) (← links)
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator (Q311996) (← links)
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations (Q482796) (← links)
- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators (Q495173) (← links)
- Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
- Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (Q524829) (← links)
- Exponential utility maximization under partial information (Q650760) (← links)
- On the orthogonal component of BSDEs in a Markovian setting (Q654493) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- Backward stochastic differential equations with time delayed generators -- results and counterexamples (Q990389) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- Time-consistent mean-variance asset-liability management with random coefficients (Q1681089) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type (Q1800958) (← links)
- Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
- Quadratic BSDEs with mean reflection (Q2001551) (← links)
- The convergence rate from discrete to continuous optimal investment stopping problem (Q2044110) (← links)
- Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
- Weighted bounded mean oscillation applied to backward stochastic differential equations (Q2175336) (← links)
- \(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\) (Q2181711) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
- A new comparison theorem of multidimensional BSDEs (Q2343572) (← links)
- BMO martingales and positive solutions of heat equations (Q2356556) (← links)
- Differentiability of quadratic BSDEs generated by continuous martingales (Q2428052) (← links)
- Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608) (← links)
- Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436) (← links)
- Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
- Power utility maximization under partial information: some convergence results (Q2638359) (← links)
- Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators (Q2670782) (← links)
- General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition (Q2671649) (← links)
- Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
- Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
- A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415) (← links)
- SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
- OPTIMAL CONSUMPTION AND INVESTMENT IN INCOMPLETE MARKETS WITH GENERAL CONSTRAINTS (Q3173989) (← links)
- BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727) (← links)
- Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396) (← links)
- Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs (Q4558893) (← links)
- ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
- Backward stochastic differential equations with unbounded generators (Q4630519) (← links)
- Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions (Q4687200) (← links)
