Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396)
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scientific article
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| English | Consumption-investment optimization with Epstein-Zin utility in incomplete markets |
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Consumption-investment optimization with Epstein-Zin utility in incomplete markets (English)
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12 January 2017
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consumption-investment optimization
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Epstein-Zin utility
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backward stochastic differential equation
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0.9133196473121644
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0.8846808075904846
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0.8485578298568726
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0.8485459089279175
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