✦ LIBER ✦

Convexity bounds for BSDE solutions, with applications to indifference valuation

✍ Scribed by Christoph Frei; Semyon Malamud; Martin Schweizer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On bounds for solutions to nonlinear wav

✍ Frederick Bloom 📂 Article 📅 1976 🏛 Springer 🌐 English ⚖ 377 KB

A chain rule for ɛ-subdifferentials with

✍ César Gutiérrez; Bienvenido Jiménez; Vicente Novo 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 179 KB

Bounds for the Solution of the Sturm-Lio

✍ Aziz, A. K.; Hubbard, B. E. 📂 Article 📅 1964 🏛 Society for Industrial and Applied Mathematics ⚖ 994 KB

A general framework for approximate samp

✍ H. E. Romeijn 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 236 KB

On a Branch and Bound Algorithm for the

✍ M. A. Tzaferopoulos; A. A. Liolios 📂 Article 📅 1997 🏛 Springer US 🌐 English ⚖ 151 KB