Pages that link to "Item:Q2638356"

The following pages link to A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (Q2638356):

Displaying 32 items.

• On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← 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)
• Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
• Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
• Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
• Multistep schemes for forward backward stochastic differential equations with jumps (Q2014031) (← links)
• Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
• BSDEs and log-utility maximization for Lévy processes (Q2178928) (← links)
• Fair valuation of insurance liability cash-flow streams in continuous time: theory (Q2273988) (← links)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
• Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
• A continuous-time model of self-protection (Q2697501) (← links)
• BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach (Q4639142) (← links)
• AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK (Q5010067) (← links)
• On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)
• Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations (Q5074077) (← links)
• Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
• Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver (Q5086488) (← links)
• Quadratic BSDEs with jumps and related PIDEs (Q5086911) (← links)
• Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
• A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
• Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure (Q5265772) (← links)
• Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)
• Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
• TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
• Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients (Q6621503) (← links)
• Optimal consumption-investment with constraints in a regime switching market with random coefficients (Q6657501) (← links)