Representation of forward performance criteria with random endowment via FBSDE and application to forward optimized certainty equivalent (Q6515557)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Representation of forward performance criteria with random endowment via FBSDE and application to forward optimized certainty equivalent |
scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of forward performance criteria with random endowment via FBSDE and application to forward optimized certainty equivalent |
scientific article from arXiv |
Statements
Representation of forward performance criteria with random endowment via FBSDE and application to forward optimized certainty equivalent (English)
0 references
