Pages that link to "Item:Q853844"
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The following pages link to On exponential hedging and related quadratic backward stochastic differential equations (Q853844):
Displayed 10 items.
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- Exponential utility maximization under partial information (Q650760) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- Utility maximization via decoupling fields (Q2240471) (← links)
- A note on FBSDE characterization of mean exit times (Q2272016) (← links)
- ROBUST EXPONENTIAL HEDGING AND INDIFFERENCE VALUATION (Q3067765) (← links)
- Utility maximization under<font><i>g</i>*</font>-expectation (Q3185982) (← links)
- Solution of the HJB Equations Involved in Utility-Based Pricing (Q5038268) (← links)
- A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)