Pages that link to "Item:Q3094326"
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The following pages link to SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326):
Displaying 6 items.
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
- An exact connection between two solvable SDEs and a nonlinear utility stochastic PDE (Q2873147) (← links)
- A BSDE arising in an exponential utility maximization problem in a pure jump market model (Q2974864) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)