Pages that link to "Item:Q311996"
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The following pages link to Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator (Q311996):
Displaying 15 items.
- Consumption optimization for recursive utility in a jump-diffusion model (Q524899) (← links)
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- Quadratic BSDEs with jumps: a fixed-point approach (Q2515933) (← links)
- A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (Q2638356) (← links)
- Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
- Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model (Q2819094) (← links)
- BSDEs with jumps and finite or infinite time horizon (Q2879480) (← 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)
- Locally Lipschitz BSDE with jumps and related Kolmogorov equation (Q5038448) (← links)
- Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver (Q5086488) (← links)
- Quadratic BSDEs with jumps and related PIDEs (Q5086911) (← links)
- Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
- (Q5435876) (← links)
- Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients (Q6621503) (← links)
