Pages that link to "Item:Q2572198"
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The following pages link to Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps (Q2572198):
Displaying 22 items.
- Optimal portfolio liquidation with additional information (Q253110) (← links)
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
- The strong predictable representation property in initially enlarged filtrations under the density hypothesis (Q681997) (← links)
- Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
- Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
- How does asymmetric information create market incompleteness? (Q2282731) (← links)
- The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
- Discrete-time approximation of decoupled Forward-Backward SDE with jumps (Q2469490) (← links)
- BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951) (← links)
- Backward stochastic differential equations with respect to general filtrations and applications to insider finance (Q2787551) (← links)
- Option hedging by an influential informed investor (Q2862441) (← links)
- Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon (Q2974252) (← links)
- CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP (Q3067766) (← links)
- BSDEs with random terminal time under enlarged filtration. American-style options hedging by an insider (Q3103217) (← links)
- BSDEs and Enlargement of Filtration (Q5038296) (← links)
- Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)
- Quadratic hedging in an incomplete market derived by an influential informed investor (Q5411912) (← links)
- The stochastic Leibniz formula for Volterra integrals under enlarged filtrations (Q6092933) (← links)
- Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)
