UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH (Q3460679): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1265772 |
||
| Property / author | |||
| Property / author: Monique Jeanblanc-Picqué / rank | |||
Revision as of 22:53, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH |
scientific article |
Statements
UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH (English)
0 references
8 January 2016
0 references
quadratic BSDEs
0 references
enlargement of filtration
0 references
credit risk
0 references
