Non-smooth analysis method in optimal investment-BSDE approach (Q1716351)
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scientific article; zbMATH DE number 7012041
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| English | Non-smooth analysis method in optimal investment-BSDE approach |
scientific article; zbMATH DE number 7012041 |
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Non-smooth analysis method in optimal investment-BSDE approach (English)
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4 February 2019
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backward stochastic differential equation
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non-smooth analysis
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optimal investment
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0.7820055484771729
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0.7423763871192932
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0.7419862747192383
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0.7411068081855774
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