Found 8 Documents (Results 1–8)
A numerical scheme for the quantile hedging problem. (English) Zbl 1459.91217
Reviewer: Nikolay Kyurkchiev (Plovdiv)
Convergence results for the indifference value based on the stability of BSDEs. (English) Zbl 1285.91148
The stability of the constrained utility maximization problem: a BSDE approach. (English) Zbl 1285.60067
Corrigendum to “Stability of solutions of BSDEs with random terminal time”. (English) Zbl 1188.60032
Donsker-type theorem for BSDEs. (English) Zbl 0977.60067
MSC:
60H10
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