Pages that link to "Item:Q4968700"
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The following pages link to MINIMAL AND MAXIMAL BOUNDED SOLUTIONS FOR QUADRATIC BSDES WITH STOCHASTIC CONDITIONS (Q4968700):
Displaying 5 items.
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting (Q2176177) (← links)
- Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
- (Q5044125) (← links)
- Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions (Q6152039) (← links)