Pages that link to "Item:Q4391416"

The following pages link to Hedging contingent claims for a large investor in an incomplete market (Q4391416):

Displaying 21 items.

• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
• Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection (Q927920) (← links)
• Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)
• Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
• Fully coupled forward-backward stochastic differential equations on Markov chains (Q1725510) (← links)
• BSDEs with mean reflection (Q1751973) (← links)
• BSDEs with mean reflection driven by \(G\)-Brownian motion (Q1799804) (← links)
• Hedging options for a large investor and forward-backward SDE's (Q1814742) (← links)
• Forward-backward stochastic differential equations with nonsmooth coefficients. (Q1877391) (← links)
• A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints (Q1938232) (← links)
• Quadratic BSDEs with mean reflection (Q2001551) (← links)
• Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
• Singular control of stochastic linear systems with recursive utility (Q2503568) (← links)
• Claim hedging in an incomplete market (Q2574490) (← links)
• BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
• Recursive Stochastic<i>H</i>₂/<i>H</i>_<i>∞</i>Control Problem for Delay Systems Involving Continuous and Impulse Controls (Q2970913) (← links)
• Partially informed investors: hedging in an incomplete market with default (Q3449928) (← links)
• On the existence of solution to one–dimensional forward–backward sdes (Q4946982) (← links)
• (Q5276432) (← links)
• Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations (Q6111874) (← links)
• On Z-mean reflected BSDEs (Q6201862) (← links)