The Stability of the Constrained Utility Maximization Problem: A BSDE Approach (Q2873121): Difference between revisions
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Revision as of 20:05, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Stability of the Constrained Utility Maximization Problem: A BSDE Approach |
scientific article |
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The Stability of the Constrained Utility Maximization Problem: A BSDE Approach (English)
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23 January 2014
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utility maximization
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duality theory
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quadratic semimartingale BSDEs
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stability
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