Time-Inconsistent Consumption-Investment Problems in Incomplete Markets under General Discount Functions (Q4994992)
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scientific article; zbMATH DE number 7362111
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Inconsistent Consumption-Investment Problems in Incomplete Markets under General Discount Functions |
scientific article; zbMATH DE number 7362111 |
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Time-Inconsistent Consumption-Investment Problems in Incomplete Markets under General Discount Functions (English)
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22 June 2021
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time-inconsistency
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open-loop equilibrium
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incomplete market
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forward-backward stochastic differential equation
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