Pages that link to "Item:Q1332326"
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The following pages link to Continuous exponential martingales and BMO (Q1332326):
Displaying 50 items.
- Numerical simulation of quadratic BSDEs (Q259576) (← links)
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions (Q265654) (← links)
- Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277) (← links)
- Stability of utility maximization in nonequivalent markets (Q287676) (← links)
- A system of quadratic BSDEs arising in a price impact model (Q292906) (← links)
- Dual representation of minimal supersolutions of convex BSDEs (Q297463) (← links)
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- Density analysis of BSDEs (Q317487) (← links)
- Gaussian density estimates for the solution of singular stochastic Riccati equations. (Q331328) (← links)
- Weighted inequalities for the martingale square and maximal functions (Q342758) (← links)
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- On martingales whose exponential processes satisfy Muckenhoupt's condition \(A_1\) (Q383846) (← links)
- Splitting multidimensional BSDEs and finding local equilibria (Q402721) (← links)
- Existence, minimality and approximation of solutions to BSDEs with convex drivers (Q424485) (← links)
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations (Q482796) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
- Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
- Exponential utility maximization under partial information (Q650760) (← links)
- Numerical simulation of BSDEs with drivers of quadratic growth (Q655587) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Density analysis of non-Markovian BSDEs and applications to biology and finance (Q681991) (← links)
- Convexity bounds for BSDE solutions, with applications to indifference valuation (Q718884) (← links)
- Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure (Q737172) (← links)
- On measure solutions of backward stochastic differential equations (Q841478) (← links)
- On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Non-stopping times and stopping theorems (Q875907) (← links)
- Sharp maximal estimates for BMO martingales (Q902244) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- \(L^{2}\)-approximating pricing under restricted information (Q985719) (← links)
- Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
- Completeness of security markets and backward stochastic differential equations with unbounded coefficients (Q1000013) (← links)
- Time consistent dynamic risk processes (Q1004410) (← links)
- Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) (Q1012213) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- \(\mathcal E\)-martingales and their applications in mathematical finance (Q1307508) (← links)
- Deviation inequalities for continuous martingales (Q1382466) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- A Fefferman-Stein inequality for the martingale square and maximal functions (Q1687195) (← links)
- Atomic subspaces of \(L_1\)-martingale spaces (Q1701381) (← links)
- A stability approach for solving multidimensional quadratic BSDEs (Q1721997) (← links)
- Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
- Applications of pathwise Burkholder-Davis-Gundy inequalities (Q1750083) (← links)
