INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES (Q3523571): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time security pricing. A utility gradient approach
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Utility maximization with partial information
@@ Property / cites work: Utility maximization with partial information / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal trading strategy for an investor: the case of partial information
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio selection with stochastic differential utility
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3523571