Two-agent Pareto optimal cooperative investment in general semimartingale model (Q3093075): Difference between revisions
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Revision as of 10:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-agent Pareto optimal cooperative investment in general semimartingale model |
scientific article |
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Two-agent Pareto optimal cooperative investment in general semimartingale model (English)
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12 October 2011
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cooperative investment
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Pareto optimum
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incomplete markets
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stochastic optimization
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backward stochastic differential equation
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