Pages that link to "Item:Q2301492"

The following pages link to A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492):

Displaying 9 items.

• Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547) (← links)
• A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
• Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control (Q1872298) (← links)
• A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
• Stochastic maximum principle for optimal liquidation with control-dependent terminal time (Q2674442) (← links)
• A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
• BSDEs and SDEs with time-advanced and -delayed coefficients (Q5087028) (← links)
• Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations (Q6095317) (← links)
• Time-delayed generalized BSDEs (Q6123263) (← links)