Pages that link to "Item:Q4812330"
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The following pages link to Backward Stochastic PDE and Imperfect Hedging (Q4812330):
Displayed 17 items.
- Mean-variance hedging via stochastic control and BSDEs for general semimartingales (Q1931322) (← links)
- Cone-constrained continuous-time Markowitz problems (Q1948703) (← links)
- Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone (Q2132528) (← links)
- Backward stochastic partial differential equations with quadratic growth (Q2252481) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem (Q2317101) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- Solvability of backward stochastic differential equations with quadratic growth (Q2476890) (← links)
- BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727) (← links)
- Optimal hedging for fund and insurance managers with partially observable investment flows (Q4683056) (← links)
- A polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141) (← links)
- Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
- Making mean-variance hedging implementable in a partially observable market (Q5247228) (← links)
- A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) (← links)
- On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions (Q5280245) (← links)
- MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)