The following pages link to (Q4459182):
Displaying 19 items.
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- Exponential utility maximization under partial information (Q650760) (← links)
- The \(p\)-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure (Q1290373) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- A semimartingale BSDE related to the minimal entropy martingale measure (Q1776003) (← links)
- The variance-optimal martingale measure for continuous processes (Q1915163) (← links)
- The opportunity process for optimal consumption and investment with power utility (Q1932536) (← links)
- Martingale Schrödinger bridges and optimal semistatic portfolios (Q2111249) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- The Bellman equation for power utility maximization with semimartingales (Q2428054) (← links)
- Risk aversion asymptotics for power utility maximization (Q2428507) (← links)
- Solvability of backward stochastic differential equations with quadratic growth (Q2476890) (← links)
- Power utility maximization under partial information: some convergence results (Q2638359) (← links)
- Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
- A semimartingale Bellman equation and the variance-optimal martingale measure (Q2709768) (← links)
- STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES (Q2968273) (← links)
- BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727) (← links)
- For which functions are 𝑓(𝑋_{𝑡})-𝔼𝕗(𝕏_{𝕥}) and 𝕘(𝕏_{𝕥})/𝔼𝕘(𝕏_{𝕥}) martingales? (Q5018758) (← links)
- Optimal investment and consumption for financial markets with jumps under transaction costs (Q6181518) (← links)
