Splitting multidimensional BSDEs and finding local equilibria (Q402721)
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scientific article; zbMATH DE number 6335313
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Splitting multidimensional BSDEs and finding local equilibria |
scientific article; zbMATH DE number 6335313 |
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Splitting multidimensional BSDEs and finding local equilibria (English)
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28 August 2014
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backward stochastic differential equations
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quadratic generator
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splitting
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relative performance
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local equilibrium
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optimal investment
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