Pages that link to "Item:Q855683"
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The following pages link to Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683):
Displaying 17 items.
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← 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)
- The stochastic Leibniz formula for Volterra integrals under enlarged filtrations (Q6092933) (← links)
- Anticipated backward stochastic Volterra integral equations with jumps and applications to dynamic risk measures (Q6101862) (← links)
- Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations (Q6111874) (← links)
- PDEs FOR REFLECTED BSDENMs APPLIED TO AMERICAN OPTIONS (Q6119768) (← links)
- Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution (Q6157008) (← links)
- Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions (Q6157630) (← links)
- The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
- Bounds on mean variance hedging in jump diffusion (Q6185522) (← links)
- Reflections on BSDEs (Q6545184) (← links)
- Mean reflected BSDE driven by a marked point process and application in insurance risk management (Q6582307) (← links)
- Principal-multiagents problem under equivalent changes of measure: general study and an existence result (Q6615511) (← links)
- Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients (Q6621503) (← links)
- On \(g\)-expectations and filtration-consistent nonlinear expectations (Q6635674) (← links)
