Pages that link to "Item:Q1984680"

The following pages link to BSDE approach to utility maximization with square-root factor processes (Q1984680):

Displaying 2 items.

• Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators (Q2670782) (← links)
• Representation of solutions to quadratic 2BSDEs with unbounded terminal values (Q6589434) (← links)