Pages that link to "Item:Q4610156"
From MaRDI portal
The following pages link to Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations (Q4610156):
Displaying 4 items.
- Quadratic Hedging with Mixed State and Control Constraints (Q4625794) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach (Q5081091) (← links)
- Quasi-Convergence of an Implementation of Optimal Balance by Backward-Forward Nudging (Q6164115) (← links)