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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.PR2020★ 1 cited

A characterization of solutions of quadratic BSDEs and a new approach to existence

Joseph Jackson, Gordan Žitković

We provide a novel characterization of the solutions of a quadratic BSDE, which is analogous to the characterization of local martingales by convex functions. We then use our main…