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scientific article; zbMATH DE number 5487957
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scientific article; zbMATH DE number 5487957

    Statements

    author
    Peter Imkeller
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    publication date
    8 January 2009
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    zbMATH Keywords
    Malliavin calculus
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    backward stochastic differential equations
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    utility maximization
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    Identifiers

    Mathematics Subject Classification ID
    60H07
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    60H05
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    60H30
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    34F05
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    93E20
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    91G80
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    zbMATH DE Number
    5487957
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