Pages that link to "Item:Q1592523"
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The following pages link to An existence theorem of intertemporal recursive utility in the presence of Lévy jumps (Q1592523):
Displayed 4 items.
- Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents (Q1932535) (← links)
- Consumption-portfolio optimization with recursive utility in incomplete markets (Q1936832) (← links)
- Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
- Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps (Q2495373) (← links)
