Pages that link to "Item:Q2338910"

The following pages link to BSDEs with weak terminal condition (Q2338910):

Displaying 12 items.

• A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options (Q1630416) (← links)
• A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
• BSDEs with mean reflection (Q1751973) (← links)
• Quadratic BSDEs with mean reflection (Q2001551) (← links)
• Quadratic mean-field reflected BSDEs (Q2096186) (← links)
• A Backward Dual Representation for the Quantile Hedging of Bermudan Options (Q2808185) (← links)
• Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
• (Q5150010) (← links)
• A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times (Q6072905) (← links)
• Mean-field reflected backward stochastic differential equations (Q6109917) (← links)
• Multi-dimensional BSDEs with mean reflection (Q6137382) (← links)
• General mean reflected backward stochastic differential equations (Q6204808) (← links)