Pages that link to "Item:Q3144061"

The following pages link to Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance (Q3144061):

Displaying 19 items.

• Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
• Multivalued backward stochastic differential equations with time delayed generators (Q403184) (← links)
• Optimal control problem of backward stochastic differential delay equation under partial information (Q899124) (← links)
• Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
• Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← links)
• Reflected backward stochastic differential equations with time-delayed generators (Q1743324) (← links)
• Reflected BSDEs with time-delayed generators and nonlinear resistance (Q2006714) (← links)
• Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
• A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
• Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information (Q2970897) (← links)
• VALUATION OF CONTINGENT GUARANTEES USING LEAST-SQUARES MONTE CARLO (Q4629470) (← links)
• Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements (Q4967860) (← links)
• Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) (← links)
• Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations (Q6095317) (← links)
• Time-delayed generalized BSDEs (Q6123263) (← links)
• Backward stochastic differential equations with non-Lipschitz time delayed generators (Q6570429) (← links)
• Caputo fractional backward stochastic differential equations driven by fractional Brownian motion with delayed generator (Q6571655) (← links)
• Backward stochastic Volterra integral equations with time delayed generators (Q6662143) (← links)
• <i>L</i> ^<i>p</i> -solutions of backward doubly stochastic differential equations with time delayed generators (Q6668714) (← links)