Pages that link to "Item:Q894585"
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The following pages link to Feynman-Kac for functional jump diffusions with an application to credit value adjustment (Q894585):
Displaying 5 items.
- Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
- Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114) (← links)
- Path-dependent BSDEs with jumps and their connection to PPIDEs (Q4975316) (← links)
- Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control (Q6100504) (← links)
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
