Convex duality for Epstein–Zin stochastic differential utility (Q4962461): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1601.03562 / rank | |||
Normal rank | |||
Latest revision as of 20:57, 19 April 2024
scientific article; zbMATH DE number 6971518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex duality for Epstein–Zin stochastic differential utility |
scientific article; zbMATH DE number 6971518 |
Statements
Convex duality for Epstein–Zin stochastic differential utility (English)
0 references
2 November 2018
0 references
backward stochastic differential equation
0 references
consumption investment optimization
0 references
convex duality
0 references
stochastic differential utility
0 references
