Pages that link to "Item:Q629606"
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The following pages link to Backward stochastic differential equation on hedging American contingent claims (Q629606):
Displaying 8 items.
- The application of backward stochastic differential equation with stopping time in hedging American contingent claims (Q603497) (← links)
- On exponential hedging and related quadratic backward stochastic differential equations (Q853844) (← links)
- A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options (Q1630416) (← links)
- Hedging options for a large investor and forward-backward SDE's (Q1814742) (← links)
- Reflected forward backward stochastic differential equations and contingent claims (Q2712227) (← links)
- (Q4848523) (← links)
- On American Derivatives and Related Obstacle Problems (Q5696869) (← links)
- Reflected Backward Stochastic Differential Equations, Convex Risk Measures and American Options (Q5746994) (← links)