Pages that link to "Item:Q3094326"

The following pages link to SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326):

Displaying 3 items.

• Forward-backward systems for expected utility maximization (Q401458) (← links)
• A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)