UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH (Q3460679)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH |
scientific article |
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UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH (English)
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8 January 2016
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quadratic BSDEs
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enlargement of filtration
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credit risk
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