• 1 Introduction
  • 2 A quadratic convex BSDE
  • 2.1 Preliminaries
  • 2.2 Motivation for the convexity results
  • 3 Convexity results for quadratic BSDEs
  • 3.1 Changing the probability measure
  • 3.2 Projecting the BSDE
  • 3.3 Symmetrising the BSDE
  • 4 Exponential utility indierence valuation
  • 5 Valuation bounds from convexity
  • 5.1 -regularising the BSDE and changing the measure
  • 5.2 Projecting onto incompleteness
  • 5.3 Symmetrising a nontradable claim
  • A Appendix: Auxiliary results
  • Acknowledgments
  • References