Pages that link to "Item:Q2819094"
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The following pages link to Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model (Q2819094):
Displaying 11 items.
- A system of quadratic BSDEs arising in a price impact model (Q292906) (← links)
- A stability approach for solving multidimensional quadratic BSDEs (Q1721997) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937) (← links)
- Contracting Theory with Competitive Interacting Agents (Q4631456) (← links)
- Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
- Multi-dimensional backward stochastic differential equations of diagonally quadratic generators (Q5965370) (← links)
- Liquidity in competitive dealer markets (Q6054365) (← links)
- A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations (Q6071185) (← links)
- Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result (Q6102672) (← links)
- On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)
