Pages that link to "Item:Q2572389"
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The following pages link to Utility maximization in incomplete markets (Q2572389):
Displayed 14 items.
- Numerical approach to asset pricing models with stochastic differential utility (Q853855) (← links)
- Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376) (← links)
- Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
- BSDE with quadratic growth and unbounded terminal value (Q2431750) (← links)
- On convergence to the exponential utility problem (Q2464849) (← links)
- Solvability of backward stochastic differential equations with quadratic growth (Q2476890) (← links)
- Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces (Q2483468) (← links)
- Dynamic exponential utility indifference valuation (Q2572403) (← links)
- Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396) (← links)
- Utility maximization in a jump market model (Q3612251) (← links)
- An interpolated stochastic algorithm for quasi-linear PDEs (Q5429493) (← links)
- On Convergence to the Exponential Utility Problem with Jumps (Q5443470) (← links)