Consistent utility of investment and consumption: a forward/backward SPDE viewpoint

Bibliographic Details

Authors and Corporations:	El Karoui, Nicole (Author), Hillairet, Caroline (Author), Mrad, Mohamed (Author)
Other Authors:	Hillairet, Caroline [Author] • Mrad, Mohamed [Author]
Type of Resource:	E-Book
Language:	English
published:	[Palaiseau] Centre de recherche en economie et statistique [2017]
Series:	Centre de recherche en économie et statistique: Série des documents de travail ; no. 2017, 74
Subjects:	Market-consistent progressive utility of investment and consumption Forward/backward stochastic partial differential equation (SPDE) Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen