Pages that link to "Item:Q5743122"
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The following pages link to Backward SDEs for control with partial information (Q5743122):
Displaying 7 items.
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- Signal-to-noise matrix and model reduction in continuous-time hidden Markov models (Q2148921) (← links)
- Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
- Effective approximation methods for constrained utility maximization with drift uncertainty (Q2671440) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
