Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consumption-investment optimization with Epstein-Zin utility in incomplete markets |
scientific article |
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Consumption-investment optimization with Epstein-Zin utility in incomplete markets (English)
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12 January 2017
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consumption-investment optimization
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Epstein-Zin utility
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backward stochastic differential equation
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