Pages that link to "Item:Q2515933"
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The following pages link to Quadratic BSDEs with jumps: a fixed-point approach (Q2515933):
Displaying 30 items.
- Numerical simulation of quadratic BSDEs (Q259576) (← links)
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator (Q311996) (← links)
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
- A Bismut-Elworthy formula for quadratic BSDEs (Q2018566) (← links)
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- A characterization of solutions of quadratic BSDEs and a new approach to existence (Q2121079) (← links)
- Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
- Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
- Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results (Q2406565) (← links)
- A simple constructive approach to quadratic BSDEs with or without delay (Q2447694) (← links)
- Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
- Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators (Q2670782) (← links)
- Quadratic BSDEs with jumps: related nonlinear expectations (Q2810662) (← links)
- Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model (Q2819094) (← links)
- CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP (Q3067766) (← links)
- On a Class of Quadratic Growth RBSDE with Jumps and Its Application (Q3396377) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)
- (Q5044125) (← links)
- Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations (Q5074077) (← links)
- Quadratic BSDEs with jumps and related PIDEs (Q5086911) (← links)
- Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
- On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)
- Reflections on BSDEs (Q6545184) (← links)
- Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients (Q6621503) (← links)
