Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents (Q1932535)
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scientific article; zbMATH DE number 6127180
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents |
scientific article; zbMATH DE number 6127180 |
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Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents (English)
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20 January 2013
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recursive utility
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stochastic differential utility
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Lévy framework
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certainty equivalents
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normalization
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dynamic programming
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