Pages that link to "Item:Q1776003"

The following pages link to A semimartingale BSDE related to the minimal entropy martingale measure (Q1776003):

Displaying 25 items.

• New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations (Q482796) (← links)
• Discretisation of FBSDEs driven by càdlàg martingales (Q892339) (← links)
• The relations between minimal martingale measure and minimal entropy martingale measure (Q1415432) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• A minimality property of the minimal martingale measure (Q1962144) (← links)
• Martingale Schrödinger bridges and optimal semistatic portfolios (Q2111249) (← links)
• Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
• On convergence to the exponential utility problem (Q2464849) (← links)
• Solvability of backward stochastic differential equations with quadratic growth (Q2476890) (← links)
• The exp-UIV for Markets with Partial Information and Complete Information (Q2929467) (← links)
• Optimal Exponential Utility in a Jump Bond Market (Q3081440) (← links)
• (Q3154985) (← links)
• BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727) (← links)
• On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management (Q3449927) (← links)
• The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← links)
• (Q4459182) (← links)
• Exponential models by Orlicz spaces and applications (Q4555284) (← links)
• STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
• On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)
• The entropic measure transform (Q5107623) (← links)
• A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
• MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
• MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)
• Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676) (← links)
• Minimax and minimal distance martingale measures and their relationship to portfolio optimization (Q5957686) (← links)