Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (Q1937772)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6133200
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization |
scientific article; zbMATH DE number 6133200 |
Statements
Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (English)
0 references
31 January 2013
0 references
backward stochastic differential equation
0 references
cooperative investment
0 references
incomplete market
0 references
Pareto optimum
0 references
stochastic utility
0 references
optimal cooperative strategies
0 references
trading strategy
0 references
stochastic optimization method
0 references
agents capital
0 references
0 references
0 references
0 references
0 references
0.930453896522522
0 references
0.8568465113639832
0 references
0.8186919093132019
0 references
0.8015465140342712
0 references
