Pages that link to "Item:Q981015"
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The following pages link to \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions (Q981015):
Displayed 8 items.
- Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition (Q424522) (← links)
- A correction note to ``Discrete time hedging errors for options with irregular payoffs'' (Q468422) (← links)
- Numerical simulation of BSDEs with drivers of quadratic growth (Q655587) (← links)
- Runge-Kutta schemes for backward stochastic differential equations (Q2448693) (← links)
- Simulation of BSDEs by Wiener chaos expansion (Q2454405) (← links)
- Almost sure optimal hedging strategy (Q2511561) (← links)
- Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
- THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY (Q4906531) (← links)