Consumption optimization for recursive utility in a jump-diffusion model (Q524899)
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scientific article; zbMATH DE number 6708392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consumption optimization for recursive utility in a jump-diffusion model |
scientific article; zbMATH DE number 6708392 |
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Consumption optimization for recursive utility in a jump-diffusion model (English)
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27 April 2017
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BSDEs
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jump-diffusion processes
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recursive utility
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consumption process
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homogeneity
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inverse problem
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