4 citations · 9 across the 7 of their papers we have counts for
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math.PR2005
Utility maximization in incomplete markets
Ying Hu, Peter Imkeller, Matthias Muller
We consider the problem of utility maximization for small traders on incomplete financial markets. As opposed to most of the papers dealing with this subject, the investors' tradin…
math.PR2005
BSDE with quadratic growth and unbounded terminal value
Philippe Briand, Ying Hu
In this paper, we study the existence of solution to BSDE with quadratic growth and unbounded terminal value. We apply a localization procedure together with a priori bounds. As a…