Pages that link to "Item:Q2757529"
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The following pages link to Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios (Q2757529):
Displaying 9 items.
- Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations (Q423422) (← links)
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- BSDEs with mean reflection (Q1751973) (← links)
- BSDEs with mean reflection driven by \(G\)-Brownian motion (Q1799804) (← links)
- Quadratic BSDEs with mean reflection (Q2001551) (← links)
- Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients (Q2105392) (← links)
- Multi-dimensional BSDEs with mean reflection (Q6137382) (← links)
- Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
