Pages that link to "Item:Q497032"

The following pages link to Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032):

Displaying 23 items.

• Malliavin calculus and optimal control of stochastic Volterra equations (Q262021) (← links)
• Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (Q285814) (← links)
• Dynamic robust duality in utility maximization (Q519879) (← links)
• A Donsker delta functional approach to optimal insider control and applications to finance (Q746170) (← links)
• Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430) (← links)
• Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
• Minimal variance hedging in multicurve interest rate modeling (Q2010117) (← links)
• The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
• Stochastic differential games with inside information (Q2828064) (← links)
• Forward-backward stochastic differential equation games with delay and noisy memory (Q3298104) (← links)
• A Hida–Malliavin white noise calculus approach to optimal control (Q4554053) (← links)
• Singular recursive utility (Q4584681) (← links)
• PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS (Q4584698) (← links)
• Optimal insider control of stochastic partial differential equations (Q4595008) (← links)
• Mean-field FBSDE and optimal control (Q4986423) (← links)
• An anticipative stochastic minimum principle under enlarged filtrations (Q4986424) (← links)
• Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation (Q5077872) (← links)
• A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations (Q5079900) (← links)
• New approach to optimal control of stochastic Volterra integral equations (Q5087030) (← links)
• Dynamic risk measure for BSVIE with jumps and semimartingale issues (Q5379260) (← links)
• Model uncertainty stochastic mean-field control (Q5742383) (← links)
• Dynamic risk measures via backward doubly stochastic Volterra integral equations with jumps (Q6573061) (← links)
• Stochastic optimal control of pre-exposure prophylaxis for HIV infection for a jump model (Q6634514) (← links)