BSDEs and log-utility maximization for Lévy processes (Q2178928)
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scientific article
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| English | BSDEs and log-utility maximization for Lévy processes |
scientific article |
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BSDEs and log-utility maximization for Lévy processes (English)
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12 May 2020
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Lévy processes
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predictable representation property
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BSDEs
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utility maximization
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0.8298353552818298
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0.8222663998603821
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0.8177900910377502
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0.8114744424819946
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