On a Class of Quadratic Growth RBSDE with Jumps and Its Application (Q3396377)
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scientific article; zbMATH DE number 5604653
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| English | On a Class of Quadratic Growth RBSDE with Jumps and Its Application |
scientific article; zbMATH DE number 5604653 |
Statements
On a Class of Quadratic Growth RBSDE with Jumps and Its Application (English)
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18 September 2009
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backward stochastic differential equation (BSDE)
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Poisson random measure
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reflected BSDE (RBSDE)
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utility maximization
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0.9068494
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0.8959602
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0.8785282
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0.87639594
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0.87634045
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0.8735785
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