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scientific article; zbMATH DE number 5233903
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5233903 |
Statements
11 February 2008
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backward stochastic differential equation
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BSDE with jumps
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quadratic growth
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existence of optimal consumptions
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stochastic consumption problem in financial markets
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