The following pages link to (Q3224024):
Displaying 6 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)
- Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
- Differentiability of quadratic BSDEs generated by continuous martingales (Q2428052) (← links)
- On a Class of Quadratic Growth RBSDE with Jumps and Its Application (Q3396377) (← links)
- On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth (Q5294585) (← links)