Forward Backward Semimartingale Systems for Utility Maximization (Q5244629)
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scientific article; zbMATH DE number 6420744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward Backward Semimartingale Systems for Utility Maximization |
scientific article; zbMATH DE number 6420744 |
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Forward Backward Semimartingale Systems for Utility Maximization (English)
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27 March 2015
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forward backward stochastic differential system
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semimartingale market model
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utility maximization problem
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