A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem

By Marie-Amélie Morlais. 2010

68 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/34ee9168bebd7fa1f209b86229032ec77e61fa52

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Thomas Kruse
2. Alexandre Popier

In Management Science and Operations Research

1. Thomas Kruse
2. Alexandre Popier

Citations in the corpus

• BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (2014, methodology): “First of all our paper generalizes many results from the works [1,3,26,29,37,39] dealing with a filtration generated by the Brownianmotion and the Poisson randommeasure since we allow for a more general filtration.”