Splitting multidimensional BSDEs and finding local equilibria (Q402721): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Splitting multidimensional BSDEs and finding local equilibria |
scientific article |
Statements
Splitting multidimensional BSDEs and finding local equilibria (English)
0 references
28 August 2014
0 references
backward stochastic differential equations
0 references
quadratic generator
0 references
splitting
0 references
relative performance
0 references
local equilibrium
0 references
optimal investment
0 references
