The Stability of the Constrained Utility Maximization Problem: A BSDE Approach (Q2873121): 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 09:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Stability of the Constrained Utility Maximization Problem: A BSDE Approach |
scientific article |
Statements
The Stability of the Constrained Utility Maximization Problem: A BSDE Approach (English)
0 references
23 January 2014
0 references
utility maximization
0 references
duality theory
0 references
quadratic semimartingale BSDEs
0 references
stability
0 references
