BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences (Q2904313): Difference between revisions

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Latest revision as of 13:53, 5 July 2024

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BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences
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    BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences (English)
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    13 August 2012
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    backward stochastic equation
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    disappointment effect
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    habit formation
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    recursive preferences
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    volatility aversion
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