Pages that link to "Item:Q841478"
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The following pages link to On measure solutions of backward stochastic differential equations (Q841478):
Displaying 8 items.
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- Backward stochastic differential equations with time delayed generators -- results and counterexamples (Q990389) (← links)
- Multidimensional quadratic and subquadratic BSDEs with special structure (Q2804014) (← links)
- SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
- OPTIMAL CONSUMPTION AND INVESTMENT IN INCOMPLETE MARKETS WITH GENERAL CONSTRAINTS (Q3173989) (← links)
- (Q5044125) (← links)
- A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
