Pages that link to "Item:Q653653"
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The following pages link to Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653):
Displaying 5 items.
- Edge universality of correlation matrices (Q693745) (← links)
- Forward-backward stochastic differential equations and their applications (Q1294779) (← links)
- On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps (Q4432683) (← links)
- Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients (Q5000639) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
