Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of fully coupled FBSDE in terms of portfolio optimization |
scientific article |
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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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