Utility maximization with random horizon: a BSDE approach (Q3460679)
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scientific article; zbMATH DE number 6527657
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| English | Utility maximization with random horizon: a BSDE approach |
scientific article; zbMATH DE number 6527657 |
Statements
UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH (English)
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8 January 2016
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quadratic BSDEs
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enlargement of filtration
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credit risk
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0.828919529914856
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0.8244342803955078
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0.8154308795928955
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0.8152099847793579
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