Asset pricing with a forward--backward stochastic differential utility (Q5941377)
From MaRDI portal
scientific article; zbMATH DE number 1635565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset pricing with a forward--backward stochastic differential utility |
scientific article; zbMATH DE number 1635565 |
Statements
Asset pricing with a forward--backward stochastic differential utility (English)
0 references
20 August 2001
0 references
disappointment
0 references
anticipation
0 references
equity premium
0 references
asset pricing
0 references
forward backward SDU
0 references
0 references
