The following pages link to (Q4718249):
Displaying 7 items.
- Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (Q855922) (← links)
- Nonanticipative risk sensitive control: the martingale method. (Q1423138) (← links)
- A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market. (Q1879481) (← links)
- Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs (Q2154437) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- Multidimensional quadratic and subquadratic BSDEs with special structure (Q2804014) (← links)
- Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676) (← links)
