Pages that link to "Item:Q558663"

The following pages link to Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663):

Displaying 31 items.

• Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
• Pricing derivatives with counterparty risk and collateralization: a fixed point approach (Q320989) (← links)
• Connecting the dots: semi-analytical and random walk numerical solutions of the diffusion-reaction equation with stochastic initial conditions (Q348899) (← links)
• Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (Q538320) (← links)
• Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients (Q930670) (← links)
• Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
• Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
• Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
• Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
• Lumped finite elements for reaction-cross-diffusion systems on stationary surfaces (Q1672659) (← links)
• Optimal investment and risk control for an insurer with stochastic factor (Q1728224) (← links)
• Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
• Probabilistic models of the conservation and balance laws in switching regimes (Q1746398) (← links)
• Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
• Fitted finite volume method for indifference pricing in an exponential utility regime-switching model (Q2223806) (← links)
• Continuous-time mean field games with finite state space and common noise (Q2234321) (← links)
• Jump-diffusion processes in random environments (Q2249246) (← links)
• BSDEs with regime switching: weak convergence and applications (Q2257512) (← links)
• Optimal mean-variance efficiency of a family with life insurance under inflation risk (Q2374108) (← links)
• Feynman-Kac theorem in random environments and partial integro-differential equations (Q2408780) (← links)
• Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
• Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
• OPTIMAL CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR: AN INTENSITY-BASED CONTROL FRAMEWORK (Q2851560) (← links)
• ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS (Q3608737) (← links)
• Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
• Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
• Risk-Sensitive Asset Management and Cascading Defaults (Q5219291) (← links)
• Credit portfolio selection with decaying contagion intensities (Q5743120) (← links)
• Optimal Portfolio in a Regime-switching Model (Q5746536) (← links)
• Optimal investment and reinsurance strategies for an insurer with stochastic economic factor (Q5886710) (← links)
• Mild to classical solutions for XVA equations under stochastic volatility (Q6496950) (← links)