Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (Q1937772)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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