Pages that link to "Item:Q292906"
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The following pages link to A system of quadratic BSDEs arising in a price impact model (Q292906):
Displayed 17 items.
- A stability approach for solving multidimensional quadratic BSDEs (Q1721997) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Equilibrium asset pricing with transaction costs (Q2022762) (← links)
- Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations (Q2045114) (← links)
- Radner equilibrium and systems of quadratic BSDEs with discontinuous generators (Q2094573) (← links)
- A type of globally solvable BSDEs with triangularly quadratic generators (Q2201488) (← links)
- Density of the set of probability measures with the martingale representation property (Q2327953) (← links)
- Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model (Q2819094) (← links)
- Contracting Theory with Competitive Interacting Agents (Q4631456) (← links)
- Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
- Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
- Multi-dimensional backward stochastic differential equations of diagonally quadratic generators (Q5965370) (← links)
- Liquidity in competitive dealer markets (Q6054365) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
- Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result (Q6102672) (← links)
- On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)