Pages that link to "Item:Q429302"
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The following pages link to BSDEs in utility maximization with BMO market price of risk (Q429302):
Displayed 3 items.
- New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations (Q482796) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL (Q5247421) (← links)
