Comparison principle approach to utility maximization (Q5265540)
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scientific article; zbMATH DE number 6466865
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison principle approach to utility maximization |
scientific article; zbMATH DE number 6466865 |
Statements
Comparison principle approach to utility maximization (English)
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28 July 2015
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utility maximization
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backward stochastic differential equations
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comparison principle
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