Pages that link to "Item:Q354261"
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The following pages link to Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps (Q354261):
Displaying 50 items.
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
- Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
- \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration (Q522550) (← links)
- Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
- Dynamic choice with constant source-dependent relative risk aversion (Q889253) (← links)
- A note on optimal investment-consumption-insurance in a Lévy market (Q896739) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Malliavin differentiability of indicator functions on canonical Lévy spaces (Q1640949) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
- Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
- Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs (Q2007289) (← links)
- Multistep schemes for forward backward stochastic differential equations with jumps (Q2014031) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792) (← links)
- Asymptotic optimality of a first-order approximate strategy for an exponential utility maximization problem with a small coefficient of wealth-dependent risk aversion (Q2045132) (← links)
- Time-dynamic evaluations under non-monotone information generated by marked point processes (Q2049553) (← links)
- Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← links)
- A simple model on streamflow management with a dynamic risk measure (Q2080031) (← links)
- Deep learning schemes for parabolic nonlocal integro-differential equations (Q2098092) (← links)
- A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
- Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time (Q2157224) (← links)
- Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting (Q2176177) (← links)
- A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
- Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps (Q2244427) (← links)
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
- Fair valuation of insurance liability cash-flow streams in continuous time: theory (Q2273988) (← links)
- Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114) (← links)
- A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
- Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
- Stochastic optimal control of McKean-Vlasov equations with anticipating law (Q2322297) (← links)
- Integro-partial differential equations with singular terminal condition (Q2357187) (← links)
- A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
- Pricing and hedging of variable annuities with state-dependent fees (Q2513614) (← links)
- Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- Quantification of Model Risk in Quadratic Hedging in Finance (Q2801795) (← links)
- BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558) (← links)
- Asymptotics for FBSDES with Jumps and Connections with Partial Integral Differential Equations (Q2832852) (← links)
- Limit behaviour of BSDE with jumps and with singular terminal condition (Q2954247) (← links)
- Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (Q2956066) (← links)
- OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL (Q4563743) (← links)
- Dynamics of solvency risk in life insurance liabilities (Q4575375) (← links)
- <i>L<sup>p</sup></i>-solution for BSDEs with jumps in the case<i>p</i><2 (Q4584694) (← links)
- Efficient Computation of Various Valuation Adjustments Under Local Lévy Models (Q4635249) (← links)
- Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach (Q4639142) (← links)
