Pages that link to "Item:Q3612251"
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The following pages link to Utility maximization in a jump market model (Q3612251):
Displaying 26 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)
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
- Optimal investment with counterparty risk: a default-density model approach (Q484210) (← links)
- Utility indifference valuation for jump risky assets (Q651335) (← 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)
- The convergence rate from discrete to continuous optimal investment stopping problem (Q2044110) (← links)
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting (Q2116478) (← links)
- BSDEs and log-utility maximization for Lévy processes (Q2178928) (← links)
- Market viability and martingale measures under partial information (Q2340293) (← links)
- Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608) (← links)
- A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (Q2638356) (← links)
- UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH (Q3460679) (← 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)
- UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503) (← 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)
- Locally Lipschitz BSDE with jumps and related Kolmogorov equation (Q5038448) (← links)
- A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations (Q5079900) (← links)
- Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
- Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle (Q6547002) (← links)
- Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients (Q6621503) (← links)
