The following pages link to (Q2709768):
Displaying 9 items.
- New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations (Q482796) (← links)
- Discretisation of FBSDEs driven by càdlàg martingales (Q892339) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Optimal robust mean-variance hedging in incomplete financial markets (Q2255960) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- Solvability of backward stochastic differential equations with quadratic growth (Q2476890) (← links)
- Dynamic exponential utility indifference valuation (Q2572403) (← links)
- BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727) (← links)
