Pages that link to "Item:Q292906"

The following pages link to A system of quadratic BSDEs arising in a price impact model (Q292906):

Displaying 17 items.

• A stability approach for solving multidimensional quadratic BSDEs (Q1721997) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
• Equilibrium asset pricing with transaction costs (Q2022762) (← links)
• Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations (Q2045114) (← links)
• Radner equilibrium and systems of quadratic BSDEs with discontinuous generators (Q2094573) (← links)
• A type of globally solvable BSDEs with triangularly quadratic generators (Q2201488) (← links)
• Density of the set of probability measures with the martingale representation property (Q2327953) (← links)
• Stability and Analytic Expansions of Local Solutions of Systems of Quadratic BSDEs with Applications to a Price Impact Model (Q2819094) (← links)
• Contracting Theory with Competitive Interacting Agents (Q4631456) (← links)
• Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
• Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
• Liquidity in competitive dealer markets (Q6054365) (← links)
• Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← 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)
• Existence of an equilibrium with limited participation (Q6130332) (← links)