Pages that link to "Item:Q2787551"

The following pages link to Backward stochastic differential equations with respect to general filtrations and applications to insider finance (Q2787551):

Displaying 11 items.

• BSDEs under partial information and financial applications (Q402719) (← links)
• Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
• Well-posedness of backward stochastic differential equations with general filtration (Q1945854) (← links)
• Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models (Q1994259) (← links)
• BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
• BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951) (← links)
• Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps (Q2572198) (← links)
• Singular Control Optimal Stopping of Memory Mean-Field Processes (Q4624923) (← links)
• Newton Method for Stochastic Control Problems (Q5039281) (← links)
• Expansion of a filtration with a stochastic process: the information drift (Q6164100) (← links)
• Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient (Q6540653) (← links)