Pages that link to "Item:Q5256269"
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The following pages link to Explicit Solutions of Quadratic FBSDEs Arising From Quadratic Term Structure Models (Q5256269):
Displaying 5 items.
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets (Q2486634) (← links)
- A multi-dimensional FBSDE with quadratic generator and its applications (Q2806685) (← links)
- Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model (Q2819094) (← links)
- CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS (Q5493850) (← links)