A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (Q2638356): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0809.0423 / rank | |||
Normal rank | |||
Revision as of 08:36, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem |
scientific article |
Statements
A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (English)
0 references
15 September 2010
0 references
backward stochastic differential equations
0 references
Lévy measure
0 references
utility maximization
0 references
dynamic programming principle
0 references
