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

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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
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http://crest.science/RePEc/wpstorage/2017-74.pdf

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