Pages that link to "Item:Q929376"

The following pages link to Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376):

Displaying 50 items.

• Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection (Q2671657) (← links)
• Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs (Q2685909) (← links)
• Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)
• Linked recursive preferences and optimality (Q2788691) (← links)
• A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415) (← links)
• A multi-dimensional FBSDE with quadratic generator and its applications (Q2806685) (← links)
• Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model (Q2819094) (← links)
• OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY (Q2986671) (← links)
• SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
• <i>L</i>^<i>p</i>solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients (Q3145069) (← links)
• OPTIMAL CONSUMPTION AND INVESTMENT IN INCOMPLETE MARKETS WITH GENERAL CONSTRAINTS (Q3173989) (← links)
• Utility maximization under<font><i>g</i>*</font>-expectation (Q3185982) (← links)
• A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886) (← links)
• Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
• Backward stochastic differential equations with unbounded generators (Q4630519) (← links)
• Contracting Theory with Competitive Interacting Agents (Q4631456) (← links)
• Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach (Q4639142) (← links)
• (Q4684437) (← links)
• Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions (Q4687200) (← links)
• <i>L</i>^<i>p</i>Solutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients (Q4932833) (← links)
• MINIMAL AND MAXIMAL BOUNDED SOLUTIONS FOR QUADRATIC BSDES WITH STOCHASTIC CONDITIONS (Q4968700) (← links)
• Solution of the HJB Equations Involved in Utility-Based Pricing (Q5038268) (← links)
• On the Uniqueness of Solutions to Quadratic BSDEs with Non-convex Generators (Q5038291) (← links)
• (Q5044125) (← links)
• Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality (Q5050088) (← links)
• A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
• A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
• Quadratic reflected BSDEs and related obstacle problems for PDEs (Q5085597) (← links)
• Quadratic BSDEs with jumps and related PIDEs (Q5086911) (← links)
• Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
• Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410) (← links)
• Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
• Parabolic Equations with Quadratic Growth in $$\mathbb {R}^{n}$$ (Q5223284) (← links)
• FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES (Q5247426) (← links)
• Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients (Q5252510) (← links)
• Convergence results for the indifference value based on the stability of BSDEs (Q5411914) (← links)
• A PRINCIPAL–AGENT APPROACH TO CAPACITY REMUNERATION MECHANISMS (Q5854322) (← links)
• Mean-field backward stochastic differential equations driven by <i>G</i>-Brownian motion with uniformly continuous coefficients (Q5867300) (← links)
• Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)
• Multi-dimensional backward stochastic differential equations of diagonally quadratic generators (Q5965370) (← links)
• On the uniqueness result for the BSDE with deterministic coefficient (Q6064072) (← links)
• Existence result for the BSDE with superquadratic growth (Q6089147) (← links)
• Quadratic BSDEs with mean reflection driven by G-brownian motion (Q6090805) (← links)
• Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)
• Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result (Q6102672) (← links)
• On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)
• Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)
• Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions (Q6152039) (← links)
• Mean-field type quadratic BSDEs (Q6164085) (← links)
• <i>L^p</i> solutions of general time interval BSDEs with generators satisfying a <i>p</i>-order weak stochastic-monotonicity condition (Q6170126) (← links)