Pages that link to "Item:Q462406"

The following pages link to Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406):

Displaying 13 items.

• Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547) (← links)
• A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
• Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions (Q517975) (← links)
• A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409) (← links)
• Estimating the counterparty risk exposure by using the Brownian motion local time (Q2011920) (← links)
• Feedback optimal controllers for the Heston model (Q2187328) (← links)
• A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
• Gaussian estimates on networks with dynamic stochastic boundary conditions (Q2974261) (← links)
• (Q3542639) (← links)
• (Q4848523) (← links)
• Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing (Q4902225) (← links)
• Reflected Backward Stochastic Differential Equations, Convex Risk Measures and American Options (Q5746994) (← links)
• A deep-genetic algorithm (deep-GA) approach for high-dimensional nonlinear parabolic partial differential equations (Q6184720) (← links)