On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions (Q5280245)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions |
scientific article; zbMATH DE number 6750536
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions |
scientific article; zbMATH DE number 6750536 |
Statements
On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions (English)
0 references
20 July 2017
0 references
utility maximization
0 references
complete and incomplete markets
0 references
duality
0 references
backward stochastic partial differential equation
0 references
value function
0 references
0 references
0 references
0 references
0 references
0.87176883
0 references
0.8676707
0 references
0.86609954
0 references
0.8652135
0 references
0.86394966
0 references
0.8615691
0 references
0.85970587
0 references
0.8577751
0 references
0.8572328
0 references
