Convex duality for Epstein–Zin stochastic differential utility (Q4962461): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Importer (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3122537821 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1601.03562 / rank
 
Normal rank

Latest revision as of 20:57, 19 April 2024

scientific article; zbMATH DE number 6971518
Language Label Description Also known as
English
Convex duality for Epstein–Zin stochastic differential utility
scientific article; zbMATH DE number 6971518

    Statements

    Convex duality for Epstein–Zin stochastic differential utility (English)
    0 references
    0 references
    0 references
    2 November 2018
    0 references
    backward stochastic differential equation
    0 references
    consumption investment optimization
    0 references
    convex duality
    0 references
    stochastic differential utility
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references