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Forward dynamic utility functions: a new model and new results - MaRDI portal

Forward dynamic utility functions: a new model and new results (Q2253402)

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Forward dynamic utility functions: a new model and new results
scientific article

    Statements

    title
    Forward dynamic utility functions: a new model and new results (English)
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    author
    Moawia Alghalith
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    publication date
    27 July 2014
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    zbMATH Keywords
    forward utility
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    investment
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    portfolio
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    stochastic
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    viscosity solutions
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    91G10
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    91B16
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    35Q91
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    zbMATH DE Number
    6321860
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    OpenAlex ID
    W2073955344
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