The following pages link to (Q3613981):
Displaying 28 items.
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations (Q516010) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management (Q988683) (← links)
- \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting (Q2116478) (← links)
- Corrigendum to: ``Second-order reflected backward stochastic differential equations'' and ``Second-order BSDEs with general reflection and game options under uncertainty'' (Q2240858) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting (Q2296120) (← links)
- Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
- Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
- On the backward stochastic differential equation with generator \(f(y)|z|^2\) (Q2661266) (← links)
- Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (Q2792367) (← links)
- BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk (Q2813078) (← links)
- A BSDE Approach to Convex Risk Measures for Derivative Securities (Q3145066) (← links)
- Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111) (← links)
- (Q4263364) (← links)
- (Q4379369) (← links)
- Parabolic Equations with Quadratic Growth in $$\mathbb {R}^{n}$$ (Q5223284) (← links)
- On the uniqueness result for the BSDE with deterministic coefficient (Q6064072) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)
- A gradient method for high-dimensional BSDEs (Q6554575) (← links)
- Hedging and utility valuation of a defaultable claim driven by Hawkes processes (Q6580708) (← links)
- Deep learning scheme for forward utilities using ergodic BSDEs (Q6586869) (← links)
- Stochastic optimal control of pre-exposure prophylaxis for HIV infection for a jump model (Q6634514) (← links)
