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Latest revision as of 02:21, 6 July 2024

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Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents
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    Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents (English)
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    20 January 2013
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    recursive utility
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    stochastic differential utility
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    Lévy framework
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    certainty equivalents
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    normalization
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    dynamic programming
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