2 problems

Existence and uniqueness conjecture. The BSDE admits a unique solution such that $Y^b$ is bounded and $\int_0^{\cdot}Z_s^{b}\,dW_s$ is a $\operatorname{BMO}(\mathbb{G})$-martingale…

Universality conjecture. The leading-order small-maturity forward smile asymptotics generated from the stochastic-volatility model given by equation are equivalent to those given i…