Pages that link to "Item:Q2415511"
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The following pages link to Second-order BSDE under monotonicity condition and liquidation problem under uncertainty (Q2415511):
Displaying 13 items.
- Portfolio liquidation under factor uncertainty (Q2117436) (← links)
- Representation of solutions to 2BSDEs in an extended monotonicity setting (Q2208977) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Corrigendum to: ``Second-order reflected backward stochastic differential equations'' and ``Second-order BSDEs with general reflection and game options under uncertainty'' (Q2240858) (← links)
- Stochastic maximum principle for optimal liquidation with control-dependent terminal time (Q2674442) (← links)
- Mean-Field Leader-Follower Games with Terminal State Constraint (Q3300842) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
- A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times (Q6072905) (← links)
- Dynamic programming approach to reflected backward stochastic differential equations (Q6177510) (← links)
- Representation of solutions to quadratic 2BSDEs with unbounded terminal values (Q6589434) (← links)
- Doubly reflected backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients (Q6633164) (← links)
- Mean-field liquidation games with market drop-out (Q6641082) (← links)
