Pages that link to "Item:Q5950044"

The following pages link to Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance (Q5950044):

Displaying 49 items.

• Predictable representation for time inhomogeneous Lévy processes and BSDEs (Q2322283) (← links)
• Forecasting energy market contracts by ambit processes: empirical study and numerical results (Q2338840) (← links)
• Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes (Q2378265) (← links)
• The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions (Q2405913) (← links)
• Forward-backward SDEs driven by Lévy process in stopping time duration (Q2408500) (← links)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
• Reflected backward stochastic differential equations driven by Lévy processes (Q2462078) (← links)
• On comparison theorem and solutions of BSDEs for Lévy processess (Q2468797) (← links)
• A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) (← links)
• Minimax pricing and Choquet pricing (Q2499830) (← links)
• Linear complexity solution of parabolic integro-differential equations (Q2502236) (← links)
• BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951) (← links)
• Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
• Nonparametric Estimation for FBSDEs Models with Applications in Finance (Q2786238) (← links)
• Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019) (← links)
• BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558) (← links)
• Approximate controllability of stochastic differential systems driven by a Lévy process (Q2871800) (← links)
• Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584) (← links)
• Dynamic complex hedging in additive markets (Q2994843) (← links)
• Moment swaps (Q3375396) (← links)
• The explicit chaotic representation of the powers of increments of Lévy processes (Q3585333) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process (Q4916404) (← links)
• On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)
• Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver (Q5086488) (← links)
• A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
• An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006) (← links)
• Homogenization of Lévy-type Operators with Oscillating Coefficients (Q5233766) (← links)
• Generative Bayesian neural network model for risk-neutral pricing of American index options (Q5234315) (← links)
• A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
• Fast deterministic pricing of options on Lévy driven assets (Q5315443) (← links)
• Discrete time approximation of BSDEs driven by a Lévy process (Q5324866) (← links)
• NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS (Q5411742) (← links)
• Terminal-Dependent Statistical Inferences for FBSDE (Q5416840) (← links)
• A jump telegraph model for option pricing (Q5433103) (← links)
• Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields (Q5711149) (← links)
• REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS (Q5851002) (← links)
• A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations (Q6071185) (← links)
• Generalized backward doubly stochastic differential equations driven by Lévy processes with discontinuous and linear growth coefficients (Q6091973) (← links)
• Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process (Q6105320) (← links)
• \( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration (Q6112112) (← links)
• \(L^p\)-solution for BSDEs driven by a Lévy process (Q6112116) (← links)
• Irregular barrier reflected BSDEs driven by a Lévy process (Q6135043) (← links)
• Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures (Q6150634) (← links)
• Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution (Q6157008) (← links)
• The maximum principle for optimal control of mean-field FBSDE driving by Teugels martingales with terminal state constraints (Q6585848) (← links)
• Explicit solution to delayed forward and backward stochastic differential equations (Q6595619) (← links)
• Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle (Q6647789) (← links)
• A Skorohod measurable universal functional representation of solutions to semimartingale SDEs (Q6668713) (← links)