Pages that link to "Item:Q2816959"
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The following pages link to PORTFOLIO OPTIMIZATION UNDER NONLINEAR UTILITY (Q2816959):
Displaying 5 items.
- Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937) (← links)
- Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
- Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← links)
- Solvability of coupled FBSDEs with diagonally quadratic generators (Q5361985) (← links)
- Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
