Asset pricing with a forward--backward stochastic differential utility (Q5941377): Difference between revisions
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Revision as of 23:43, 4 March 2024
scientific article; zbMATH DE number 1635565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset pricing with a forward--backward stochastic differential utility |
scientific article; zbMATH DE number 1635565 |
Statements
Asset pricing with a forward--backward stochastic differential utility (English)
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20 August 2001
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disappointment
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anticipation
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equity premium
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asset pricing
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forward backward SDU
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