Pages that link to "Item:Q3520538"
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The following pages link to OPTIMAL SUPERHEDGING UNDER NON-CONVEX CONSTRAINTS — A BSDE APPROACH (Q3520538):
Displaying 5 items.
- Dynamic trading under integer constraints (Q1788825) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
- A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) (← links)
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
- Least-Squares Monte Carlo for Backward SDEs (Q2917434) (← links)
