Two-agent Pareto optimal cooperative investment in general semimartingale model (Q3093075): 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 09:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-agent Pareto optimal cooperative investment in general semimartingale model |
scientific article |
Statements
Two-agent Pareto optimal cooperative investment in general semimartingale model (English)
0 references
12 October 2011
0 references
cooperative investment
0 references
Pareto optimum
0 references
incomplete markets
0 references
stochastic optimization
0 references
backward stochastic differential equation
0 references
