Consumption optimization for recursive utility in a jump-diffusion model (Q524899)

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Consumption optimization for recursive utility in a jump-diffusion model
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    Consumption optimization for recursive utility in a jump-diffusion model (English)
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    27 April 2017
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    BSDEs
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    jump-diffusion processes
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    recursive utility
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    consumption process
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    homogeneity
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    inverse problem
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