Utility maximization under<font><i>g</i>*</font>-expectation (Q3185982)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility maximization under<font><i>g</i>*</font>-expectation |
scientific article |
Statements
Utility maximization under<font><i>g</i>*</font>-expectation (English)
0 references
8 August 2016
0 references
\(g^\ast\)-expectation
0 references
BSDE
0 references
utility optimization
0 references
optimal strategy
0 references
0 references
0 references
0 references
