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20052026
most citedUtility Maximization with a Stochastic Clock and an Unbounded Random Endowment

54 citations · 93 across the 23 of their papers we have counts for

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math.PR2021

Existence and uniqueness for non-Markovian triangular quadratic BSDEs

Joe Jackson, Gordan Žitković

We prove the existence and uniqueness of solutions to a class of quadratic BSDE systems which we call triangular quadratic. Our results generalize several existing results about di…