Pages that link to "Item:Q497032"
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The following pages link to Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032):
Displaying 10 items.
- Malliavin calculus and optimal control of stochastic Volterra equations (Q262021) (← links)
- Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (Q285814) (← links)
- Dynamic robust duality in utility maximization (Q519879) (← links)
- A Donsker delta functional approach to optimal insider control and applications to finance (Q746170) (← links)
- Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430) (← links)
- Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
- Minimal variance hedging in multicurve interest rate modeling (Q2010117) (← links)
- The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
- Stochastic differential games with inside information (Q2828064) (← links)
- Forward-backward stochastic differential equation games with delay and noisy memory (Q3298104) (← links)
