FBSDE approach to utility portfolio selection in a market with random parameters (Q2479338)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FBSDE approach to utility portfolio selection in a market with random parameters |
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FBSDE approach to utility portfolio selection in a market with random parameters (English)
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26 March 2008
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expected utility maximization
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optimal portfolio
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forward-backward stochastic differential equations
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