Pages that link to "Item:Q401458"
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The following pages link to Forward-backward systems for expected utility maximization (Q401458):
Displayed 11 items.
- Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937) (← links)
- Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
- Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
- Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← links)
- Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem (Q2317101) (← links)
- Optimal sharing rule for a household with a portfolio management problem (Q2334838) (← links)
- BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING (Q5175221) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions (Q5280245) (← links)
- Solvability of coupled FBSDEs with diagonally quadratic generators (Q5361985) (← links)
- On the dual problem of utility maximization in incomplete markets (Q5965368) (← links)