The stability of the constrained utility maximization problem: a BSDE approach (Q2873121)
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scientific article; zbMATH DE number 6249456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stability of the constrained utility maximization problem: a BSDE approach |
scientific article; zbMATH DE number 6249456 |
Statements
23 January 2014
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utility maximization
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duality theory
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quadratic semimartingale BSDEs
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stability
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The stability of the constrained utility maximization problem: a BSDE approach (English)
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