Convex duality for Epstein–Zin stochastic differential utility (Q4962461)

From MaRDI portal
Revision as of 20:57, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 6971518
Language Label Description Also known as
English
Convex duality for Epstein–Zin stochastic differential utility
scientific article; zbMATH DE number 6971518

    Statements

    Convex duality for Epstein–Zin stochastic differential utility (English)
    0 references
    0 references
    0 references
    2 November 2018
    0 references
    backward stochastic differential equation
    0 references
    consumption investment optimization
    0 references
    convex duality
    0 references
    stochastic differential utility
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references