Pages that link to "Item:Q2317101"
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The following pages link to Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem (Q2317101):
Displaying 5 items.
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- A comparison result for FBSDE with applications to decisions theory (Q1397023) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- An exact connection between two solvable SDEs and a nonlinear utility stochastic PDE (Q2873147) (← links)
- (Q5091283) (← links)