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Realization Utility with Path-Dependent Reference Points - MaRDI portal

Realization Utility with Path-Dependent Reference Points (Q5868797)

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scientific article; zbMATH DE number 7591710
Language Label Description Also known as
English
Realization Utility with Path-Dependent Reference Points
scientific article; zbMATH DE number 7591710

    Statements

    title
    Realization Utility with Path-Dependent Reference Points (English)
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    author
    Cong Qin
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    Ling Hui Kong
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    Xing Ye Yue
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    publication date
    23 September 2022
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    zbMATH Keywords
    realization utility
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    path-dependent reference points
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    transaction costs
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    HJB equation
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    Identifiers

    DOI
    10.1137/21M1411457
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    zbMATH DE Number
    7591710
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    OpenAlex ID
    W4292756148
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