Pages that link to "Item:Q997416"
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The following pages link to Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416):
Displaying 33 items.
- Robust optimization of consumption with random endowment (Q3541204) (← links)
- Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
- Utility maximization in a jump market model (Q3612251) (← links)
- Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps (Q4558894) (← links)
- OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL (Q4563743) (← links)
- Approximate indifference pricing in exponential Lévy models (Q4585675) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
- UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- Path-dependent BSDEs with jumps and their connection to PPIDEs (Q4975316) (← links)
- Instantaneous Mean-Variance Hedging and Sharpe Ratio Pricing in a Regime-Switching Financial Model (Q4981886) (← links)
- Backward stochastic Volterra integral equations with jumps in a general filtration (Q4990913) (← links)
- Solution of the HJB Equations Involved in Utility-Based Pricing (Q5038268) (← links)
- On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)
- Quadratic BSDEs with jumps and related PIDEs (Q5086911) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
- Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure (Q5265772) (← links)
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
- Importance Sampling for Backward SDEs (Q5305278) (← links)
- Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)
- Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
- UTILITY MAXIMIZATION IN A PURE JUMP MODEL WITH PARTIAL OBSERVATION (Q5392602) (← links)
- On Convergence to the Exponential Utility Problem with Jumps (Q5443470) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- The obstacle problem for semilinear parabolic partial integro-differential equations (Q5496375) (← links)
- Optimal Investment-consumption for Partially Observed Jump-diffusions (Q5746531) (← links)
- Equilibrium price in intraday electricity markets (Q6054419) (← links)
- Hedging and utility valuation of a defaultable claim driven by Hawkes processes (Q6580708) (← links)
- Mean reflected BSDE driven by a marked point process and application in insurance risk management (Q6582307) (← links)
- Optimal consumption-investment with constraints in a regime switching market with random coefficients (Q6657501) (← links)
