Consistent utility of investment and consumption: a forward/backward SPDE viewpoint (Q5086452)
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scientific article; zbMATH DE number 7553391
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| English | Consistent utility of investment and consumption: a forward/backward SPDE viewpoint |
scientific article; zbMATH DE number 7553391 |
Statements
Consistent utility of investment and consumption: a forward/backward SPDE viewpoint (English)
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5 July 2022
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market-consistent progressive utility of investment and consumption
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forward/backward stochastic partial differential equation (SPDE)
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0.8448446393013
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0.8046976923942566
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0.7868345379829407
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0.7666531205177307
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0.7654948830604553
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