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

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