The following pages link to Xiaole Xue (Q826750):
Displaying 11 items.
- A central bank strategy for defending a currency peg (Q826751) (← links)
- The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
- Derivatives trading for insurers (Q1757608) (← links)
- A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) (← links)
- A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
- The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
- Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems (Q5854373) (← links)
- Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems (Q6121648) (← links)
- The perturbation method applied to a robust optimization problem with constraint (Q6521554) (← links)
- Mean-variance hedging with basis risk (Q6574589) (← links)
- The perturbation method applied to a robust optimization problem with constraint (Q6594801) (← links)
