Joint exclusivity extends mutual exclusivity with a sharp existence condition sum of marginal survival functions at zero at most n-1, a canonical construction on lower-dimensional faces, and a link to joint mixability.
ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING , year =
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
citation-role summary
background 1
citation-polarity summary
verdicts
UNVERDICTED 2roles
background 1polarities
background 1representative citing papers
Establishes global well-posedness for nonlocal linear equilibrium HJB equations via method of continuity and Schauder estimates, plus local well-posedness for the nonlinear case via linearization and fixed-point arguments.
citing papers explorer
-
Joint Exclusivity
Joint exclusivity extends mutual exclusivity with a sharp existence condition sum of marginal survival functions at zero at most n-1, a canonical construction on lower-dimensional faces, and a link to joint mixability.
-
On the Well-posedness of Hamilton-Jacobi-Bellman Equations of the Equilibrium Type
Establishes global well-posedness for nonlocal linear equilibrium HJB equations via method of continuity and Schauder estimates, plus local well-posedness for the nonlinear case via linearization and fixed-point arguments.