Pages that link to "Item:Q2904313"

The following pages link to BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences (Q2904313):

Displaying 10 items.

• Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
• A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
• Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← links)
• A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
• Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance (Q3144061) (← links)
• Forward–backward stochastic differential equations with delay generators (Q6038468) (← links)
• Time-delayed generalized BSDEs (Q6123263) (← links)
• Backward stochastic differential equations with non-Lipschitz time delayed generators (Q6570429) (← links)
• Backward stochastic Volterra integral equations with time delayed generators (Q6662143) (← links)
• <i>L</i> ^<i>p</i> -solutions of backward doubly stochastic differential equations with time delayed generators (Q6668714) (← links)