Backward stochastic PDEs related to the utility maximization problem (Q3068156)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic PDEs related to the utility maximization problem |
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Backward stochastic PDEs related to the utility maximization problem (English)
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13 January 2011
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backward stochastic partial differential equation
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utility maximization problem
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semimartingale
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incomplete markets
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