SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION |
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SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (English)
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24 October 2011
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BSDE
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BSPDE
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logarithmic transformation
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distortion
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quadratic growth
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utility optimization
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stochastic optimal control
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numerical scheme
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