Recursive utility using the stochastic maximum principle (Q4586206)

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scientific article; zbMATH DE number 6935689
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Recursive utility using the stochastic maximum principle
scientific article; zbMATH DE number 6935689

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    Recursive utility using the stochastic maximum principle (English)
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    12 September 2018
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    equity premium puzzle
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    recursive utility
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    stochastic maximum principle
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