On securitization, market completion and equilibrium risk transfer

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Empirical Finance, Financial Risk Management, Risk Metric +22

Adapted solution of a backward stochastic differential equation

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Stochastic Differential Equation, Stochastic Differential Equations, Stochastic Dynamical System +1

Stochastic Differential Utility

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Stochastic Differential Equations, Financial Mathematics, Asset Pricing +16

Ambiguity, Risk, and Asset Returns in Continuous Time

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Backward stochastic differential equations and partial differential equations with quadratic growth

Magdalena Kobylanski · The Annals of Probability · 2000 · 797 citations · Full text

Engineering, Quadratic Growth, Natural Sciences +11