Pages that link to "Item:Q2121079"

The following pages link to A characterization of solutions of quadratic BSDEs and a new approach to existence (Q2121079):

Displaying 9 items.

• Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
• Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646) (← links)
• A Bismut-Elworthy formula for quadratic BSDEs (Q2018566) (← links)
• Solvability of a class of mean-field BSDEs with quadratic growth (Q2081771) (← links)
• Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results (Q2406565) (← links)
• A simple constructive approach to quadratic BSDEs with or without delay (Q2447694) (← links)
• Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model (Q2819094) (← links)
• (Q5044125) (← links)
• Reflections on BSDEs (Q6545184) (← links)