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20082020
most citedA dual characterization of self-generation and exponential forward performances

56 citations · 76 across the 3 of their papers we have counts for

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math.PR2016★ 19 cited

A class of globally solvable Markovian quadratic BSDE systems and applications

Hao Xing, Gordan Žitković

We establish existence and uniqueness for a wide class of Markovian systems of backward stochastic differential equations (BSDE) with quadratic nonlinearities. This class is charac…