BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences (Q2904313)
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scientific article; zbMATH DE number 6065127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences |
scientific article; zbMATH DE number 6065127 |
Statements
BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences (English)
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13 August 2012
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backward stochastic equation
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disappointment effect
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habit formation
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recursive preferences
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volatility aversion
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