Delbaen, Freddy; Hu, Ying; Bao, Xiaobo - National Centre of Competence in ResearchFinancial … - 2009
In this paper, we discuss the solvability of backward stochastic differential equations(BSDEs) with superquadratic generators. We first prove that given a superquadraticgenerator, there exists a bounded terminal value, such that the associated BSDEdoes not admit any bounded solution. On the...