Pages that link to "Item:Q5494901"
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The following pages link to BSDEs with Singular Terminal Condition and a Control Problem with Constraints (Q5494901):
Displaying 37 items.
- Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
- Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168) (← links)
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
- Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792) (← links)
- Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151) (← links)
- Portfolio liquidation under factor uncertainty (Q2117436) (← links)
- Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone (Q2132528) (← links)
- Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting (Q2176177) (← links)
- A note on costs minimization with stochastic target constraints (Q2183107) (← links)
- Optimal position targeting via decoupling fields (Q2192736) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
- Integro-partial differential equations with singular terminal condition (Q2357187) (← links)
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
- Stochastic maximum principle for optimal liquidation with control-dependent terminal time (Q2674442) (← links)
- A kind of stochastic optimization problem solved by the BSDE method (Q2774102) (← links)
- A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition (Q2799361) (← links)
- Limit behaviour of BSDE with jumps and with singular terminal condition (Q2954247) (← links)
- Solving BSDE with Adaptive Control Variate (Q3078556) (← links)
- Mean-Field Leader-Follower Games with Terminal State Constraint (Q3300842) (← links)
- Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852) (← links)
- Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint (Q4604636) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition (Q5024047) (← links)
- A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)
- Continuity problem for singular BSDE with random terminal time (Q5043557) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
- A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal values (Q5384774) (← links)
- Portfolio liquidation games with self‐exciting order flow (Q6054433) (← links)
- Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies (Q6565560) (← links)
- Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems (Q6565561) (← links)
- Optimal liquidation with dynamic parameter updating: a forward approach (Q6586873) (← links)
- Continuity problem for BSDE and IPDE with singular terminal condition (Q6640879) (← links)
- Mean-field liquidation games with market drop-out (Q6641082) (← links)
