Aleš Černý, Christoph Czichowsky, “The law of one price in quadratic hedging and mean–variance portfolio selection”, Finance Stoch, 2025
Itsuki Watanabe, “Deterministic limit of a density-dependent population model with triangle type nonlocal cross-diffusion”, Stoch. Dyn., 25, № 01, 2025, 2550005
Badr Elmansouri, “Reflected BSDEs with default time and irregular obstacles”, Comptes Rendus. Mathématique, 363, № G3, 2025, 223
Vu Thi Hue, Ngoc Khue Tran, Hoang-Long Ngo, “LAQ Property for Singular Drift Parameters of Diffusions with Discrete Observations”, Vietnam J. Math., 2025
T.R. Bielecki, M. Rutkowski, “Modeling of the Defaultable Term Structure: Conditionally Markov Approach”, IEEE Trans. Automat. Contr., 49, № 3, 2004, 361
Mohamed Ben Alaya, Ahmed Kebaier, Trâm Ngo, “Asymptotic behavior of a multilevel type error for SDEs driven by a pure jump Lévy process”, Теория вероятностей и ее применения, 70, № 2, 2025, 247
David Criens, “Robust Market Convergence: From Discrete to Continuous Time”, SIAM J. Finan. Math., 16, № 2, 2025, 389
Jinghua Li, Zhiyong Yu, “Well-Posedness of Infinite Horizon FBSDEs with Non-zero Terminals and LQ Problems with Random Coefficients”, Appl Math Optim, 91, № 3, 2025, 64
Yushi Hamaguchi, “Weak well-posedness of stochastic Volterra equations with completely monotone kernels and nondegenerate noise”, Ann. Appl. Probab., 35, № 2, 2025
Alexis Anagnostakis, “Pricing and hedging for a sticky diffusion”, J. Appl. Probab., 2025, 1