Efficient consumption set under recursive utility and unknown beliefs. (Q1428170)
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scientific article; zbMATH DE number 2056322
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient consumption set under recursive utility and unknown beliefs. |
scientific article; zbMATH DE number 2056322 |
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Efficient consumption set under recursive utility and unknown beliefs. (English)
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14 March 2004
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recursive utility
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quadratic backward stochastic differential equations
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beliefs
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martingale condition
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