A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (Q2638356)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem |
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A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (English)
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15 September 2010
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backward stochastic differential equations
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Lévy measure
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utility maximization
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dynamic programming principle
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