A Generalized Stochastic Differential Utility (Q5704119)

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scientific article; zbMATH DE number 2228284
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A Generalized Stochastic Differential Utility
scientific article; zbMATH DE number 2228284

    Statements

    A Generalized Stochastic Differential Utility (English)
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    11 November 2005
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    recursive utility
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    backward stochastic differential equations
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    risk aversion
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    uncertainty resolution
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    Brownian filtrations
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