Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (Q1937772): Difference between revisions

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Latest revision as of 03:28, 6 July 2024

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Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization
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    Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (English)
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    31 January 2013
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    backward stochastic differential equation
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    cooperative investment
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    incomplete market
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    Pareto optimum
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    stochastic utility
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    optimal cooperative strategies
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    trading strategy
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    stochastic optimization method
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    agents capital
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