Pages that link to "Item:Q5280245"
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The following pages link to On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions (Q5280245):
Displaying 3 items.
- Regularity properties in a state-constrained expected utility maximization problem (Q1616834) (← links)
- On the properties of dynamic value functions in the problem of optimal investment in incomplete markets (Q2260275) (← links)
- Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem (Q2317101) (← links)