Pages that link to "Item:Q5704119"
From MaRDI portal
The following pages link to A Generalized Stochastic Differential Utility (Q5704119):
Displaying 35 items.
- Spatially-explicit Bayesian information entropy metrics for calibrating landscape transformation models (Q280427) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Numerical approach to asset pricing models with stochastic differential utility (Q853855) (← links)
- Efficient consumption set under recursive utility and unknown beliefs. (Q1428170) (← links)
- Generalized stochastic differential utility and preference for information (Q1769427) (← links)
- On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
- Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents (Q1932535) (← links)
- Brownian equilibria under Knightian uncertainty (Q2018550) (← links)
- Comparison theorems for some backward stochastic Volterra integral equations (Q2018558) (← links)
- Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations (Q2045114) (← links)
- Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← links)
- A generalized stochastic differential utility driven by \(G\)-Brownian motion (Q2190068) (← links)
- Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169) (← links)
- Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114) (← links)
- Convex pricing by a generalized entropy penalty (Q2426607) (← links)
- Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
- Backward stochastic Volterra integral equations and some related problems (Q2495382) (← links)
- Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
- LINKED RECURSIVE PREFERENCES AND OPTIMALITY (Q2788691) (← links)
- BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences (Q2904313) (← links)
- Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces (Q3081443) (← links)
- CONDITIONAL CERTAINTY EQUIVALENT (Q3086255) (← links)
- Continuous-time dynamic risk measures by backward stochastic Volterra integral equations (Q3502182) (← links)
- A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation (Q3548433) (← links)
- State-Dependent Utility (Q3621147) (← links)
- Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725) (← links)
- Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations (Q4999562) (← links)
- Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
- Forward-backward stochastic differential equations with mixed initial-terminal conditions (Q5189160) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems (Q5869808) (← links)
- Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
