Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Characterization of fully coupled FBSDE in terms of portfolio optimization |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of fully coupled FBSDE in terms of portfolio optimization |
scientific article |
Statements
Characterization of fully coupled FBSDE in terms of portfolio optimization (English)
0 references
29 May 2020
0 references
fully coupled FBSDE
0 references
utility portfolio optimization
0 references
random endowment
0 references
probability and discounting uncertainty
0 references
0 references
0 references
0 references
0 references
0 references
