Pages that link to "Item:Q2255961"
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The following pages link to Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961):
Displaying 14 items.
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- Utility indifference valuation for jump risky assets (Q651335) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (Q1937772) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem (Q2317101) (← links)
- A Martingale Approach to Optimal Portfolios with Jump-diffusions (Q2884610) (← links)
- Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612) (← links)
- Optimal hedging for fund and insurance managers with partially observable investment flows (Q4683056) (← links)
- A polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141) (← links)
- Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733) (← links)
- Making mean-variance hedging implementable in a partially observable market (Q5247228) (← links)
- On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions (Q5280245) (← links)
