Two-agent Pareto optimal cooperative investment in general semimartingale model (Q3093075)
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scientific article; zbMATH DE number 5957089
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| English | Two-agent Pareto optimal cooperative investment in general semimartingale model |
scientific article; zbMATH DE number 5957089 |
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Two-agent Pareto optimal cooperative investment in general semimartingale model (English)
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12 October 2011
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cooperative investment
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Pareto optimum
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incomplete markets
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stochastic optimization
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backward stochastic differential equation
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0.930453896522522
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0.8670654892921448
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0.8357604742050171
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0.7963443398475647
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