Splitting multidimensional BSDEs and finding local equilibria (Q402721): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spa.2014.03.004 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2164947443 / rank | |||
Normal rank | |||
Revision as of 19:06, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Splitting multidimensional BSDEs and finding local equilibria |
scientific article |
Statements
Splitting multidimensional BSDEs and finding local equilibria (English)
0 references
28 August 2014
0 references
backward stochastic differential equations
0 references
quadratic generator
0 references
splitting
0 references
relative performance
0 references
local equilibrium
0 references
optimal investment
0 references
