Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583): Difference between revisions

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Latest revision as of 09:11, 30 July 2024

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Characterization of fully coupled FBSDE in terms of portfolio optimization
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    Characterization of fully coupled FBSDE in terms of portfolio optimization (English)
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    29 May 2020
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    fully coupled FBSDE
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    utility portfolio optimization
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    random endowment
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    probability and discounting uncertainty
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