Pages that link to "Item:Q401458"
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The following pages link to Forward-backward systems for expected utility maximization (Q401458):
Displaying 24 items.
- Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937) (← links)
- Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
- Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
- A class of quadratic forward-backward stochastic differential equations (Q2147795) (← links)
- Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
- Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← links)
- Utility maximization via decoupling fields (Q2240471) (← links)
- Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem (Q2317101) (← links)
- Optimal sharing rule for a household with a portfolio management problem (Q2334838) (← links)
- Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators (Q2685237) (← links)
- Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
- Time-Inconsistent Consumption-Investment Problems in Incomplete Markets under General Discount Functions (Q4994992) (← links)
- Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices (Q5080130) (← links)
- Dynamic convex duality in constrained utility maximization (Q5086461) (← links)
- Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
- BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING (Q5175221) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions (Q5280245) (← links)
- Solvability of coupled FBSDEs with diagonally quadratic generators (Q5361985) (← links)
- On the dual problem of utility maximization in incomplete markets (Q5965368) (← links)
- A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations (Q6071185) (← links)
- \(L^p\)-estimate for linear forward-backward stochastic differential equations (Q6113754) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
