Recursive utility using the stochastic maximum principle (Q4586206)
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scientific article; zbMATH DE number 6935689
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Recursive utility using the stochastic maximum principle |
scientific article; zbMATH DE number 6935689 |
Statements
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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0.7897982597351074
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0.783856987953186
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0.7747848033905029
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0.7658003568649292
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