BSDEs with time-delayed generators of a moving average type with applications to non-monotone preferences (Q2904313)
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scientific article; zbMATH DE number 6065127
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| default for all languages | No label defined |
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| English | BSDEs with time-delayed generators of a moving average type with applications to non-monotone preferences |
scientific article; zbMATH DE number 6065127 |
Statements
BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences (English)
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13 August 2012
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backward stochastic equation
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disappointment effect
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habit formation
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recursive preferences
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volatility aversion
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0.8353885412216187
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0.7881297469139099
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0.7878479361534119
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0.7866859436035156
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0.7803890705108643
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