Stability of the Epstein-Zin problem (Q6641086)
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scientific article; zbMATH DE number 7947063
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of the Epstein-Zin problem |
scientific article; zbMATH DE number 7947063 |
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Stability of the Epstein-Zin problem (English)
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20 November 2024
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BSDE
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Epstein-Zin problem
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Epstein-Zin utility
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incomplete market
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stability
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stochastic differential utility
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