Pages that link to "Item:Q4372051"

The following pages link to Backward Stochastic Differential Equations in Finance (Q4372051):

Displaying 50 items.

• The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator (Q255478) (← links)
• On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
• Backward stochastic Schrödinger and infinite-dimensional Hamiltonian equations (Q255499) (← links)
• Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
• Numerical Fourier method and second-order Taylor scheme for backward SDEs in finance (Q256112) (← links)
• Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
• Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
• The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces (Q265124) (← links)
• On European option pricing under partial information. (Q265152) (← links)
• Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions (Q265654) (← links)
• Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
• On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces (Q272959) (← links)
• Solving the double barrier reflected BSDEs via penalization method (Q273699) (← links)
• Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (Q285814) (← links)
• A general comparison theorem for 1-dimensional anticipated BSDEs (Q287867) (← links)
• Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property (Q287882) (← links)
• Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
• On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\) (Q292946) (← links)
• Consumption-investment strategies with non-exponential discounting and logarithmic utility (Q296894) (← links)
• Dual representation of minimal supersolutions of convex BSDEs (Q297463) (← links)
• Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
• The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps (Q300988) (← links)
• Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
• Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator (Q311996) (← links)
• Benchmarking in two price financial markets (Q315468) (← links)
• Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757) (← links)
• Optimal switching at Poisson random intervention times (Q316899) (← links)
• Density analysis of BSDEs (Q317487) (← links)
• \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications (Q321236) (← links)
• Forward and backward filtering based on backward stochastic differential equations (Q326375) (← links)
• On existence and uniqueness of random impulsive differential equations (Q328063) (← links)
• Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation (Q330697) (← links)
• A BSDE approach to fair bilateral pricing under endogenous collateralization (Q331356) (← links)
• Counterparty risk and funding: immersion and beyond (Q331358) (← links)
• Stochastic regularization effects of semi-martingales on random functions (Q335875) (← links)
• Euler time discretization of backward doubly SDEs and application to semilinear SPDEs (Q338206) (← links)
• Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547) (← links)
• Nonlinear reserving in life insurance: aggregation and mean-field approximation (Q343953) (← links)
• Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
• Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
• BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
• Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
• Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
• The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
• Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
• Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
• Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (Q376839) (← links)
• An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
• Numerical solution of variational inequalities: localization with Dirichlet conditions (Q380731) (← links)