Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consumption-investment optimization with Epstein-Zin utility in incomplete markets |
scientific article |
Statements
Consumption-investment optimization with Epstein-Zin utility in incomplete markets (English)
0 references
12 January 2017
0 references
consumption-investment optimization
0 references
Epstein-Zin utility
0 references
backward stochastic differential equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
