Pages that link to "Item:Q2974864"
From MaRDI portal
The following pages link to A BSDE arising in an exponential utility maximization problem in a pure jump market model (Q2974864):
Displaying 4 items.
- Exponential utility maximization in an incomplete market with defaults (Q428526) (← links)
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- Predictable representation for time inhomogeneous Lévy processes and BSDEs (Q2322283) (← links)
- A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (Q2638356) (← links)