@article{lin:hal-00770182,
TITLE = {A New existence result for Second Order BSDEs with Quadratic Growth and its Applications},
AUTHOR = {Lin, Yiqing},
URL = {https://hal.science/hal-00770182},
JOURNAL = {Stochastics: An International Journal of Probability and Stochastic Processes},
HAL_LOCAL_REFERENCE = {2013-04},
PUBLISHER = {Taylor \& Francis: STM, Behavioural Science and Public Health Titles},
VOLUME = {88},
NUMBER = {1},
PAGES = {128-146},
YEAR = {2016},
DOI = {10.1080/17442508.2015.1044531},
KEYWORDS = {second order BSDEs ; quadratic growth ; robust utility maximization},
HAL_ID = {hal-00770182},
HAL_VERSION = {v1},
}
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