The following pages link to (Q3332908):
Displaying 19 items.
- Local asymptotics for controlled martingales (Q303951) (← links)
- Discretisation of FBSDEs driven by càdlàg martingales (Q892339) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market. (Q1879481) (← links)
- A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem (Q2317101) (← links)
- Solvability of backward stochastic differential equations with quadratic growth (Q2476890) (← links)
- Dynamic exponential utility indifference valuation (Q2572403) (← links)
- BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727) (← links)
- Change of variable formulas for non-anticipative functionals (Q3298328) (← links)
- Optimal locally absolutely continuous change of measure. finite set of decisions. part i (Q3760415) (← links)
- Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems (Q3780869) (← links)
- (Q4534560) (← links)
- Martingale decomposition of an <i>L</i><sup>2</sup> space with nonlinear stochastic integrals (Q5205953) (← links)
- On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions (Q5280245) (← links)
- Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676) (← links)
- Generalized backward stochastic differential equations with jumps in a general filtration (Q6073714) (← links)
- Encounters with Martingales in Stochastic Control (Q6096243) (← links)
