The Stability of the Constrained Utility Maximization Problem: A BSDE Approach (Q2873121)

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The Stability of the Constrained Utility Maximization Problem: A BSDE Approach
scientific article

    Statements

    title
    The Stability of the Constrained Utility Maximization Problem: A BSDE Approach (English)
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    author
    Markus Mocha
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    Nicholas Westray
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    publication date
    23 January 2014
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    zbMATH Keywords
    utility maximization
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    duality theory
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    quadratic semimartingale BSDEs
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    stability
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    Identifiers

    DOI
    10.1137/120862016
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    Mathematics Subject Classification ID
    60H30
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    93D99
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    91G80
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    zbMATH DE Number
    6249456
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    OpenAlex ID
    W2963798260
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    arXiv ID
    1107.0190
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