Pages that link to "Item:Q3067766"
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The following pages link to CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP (Q3067766):
Displayed 16 items.
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
- Optimal investment with counterparty risk: a default-density model approach (Q484210) (← links)
- Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management (Q988683) (← links)
- Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
- Optimal investment under multiple defaults risk: a BSDE-decomposition approach (Q1948694) (← links)
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198) (← links)
- \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
- Indifference fee rate for variable annuities (Q4585679) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)
- (Q6154368) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
- Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)