Pages that link to "Item:Q524899"
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The following pages link to Consumption optimization for recursive utility in a jump-diffusion model (Q524899):
Displaying 3 items.
- Consumption-portfolio optimization with recursive utility in incomplete markets (Q1936832) (← links)
- UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503) (← links)
- Locally Lipschitz BSDE with jumps and related Kolmogorov equation (Q5038448) (← links)