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zbMath1300.60011MaRDI QIDQ3224024

Anja Richter

Publication date: 12 March 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Utility theory (91B16) Applications of stochastic analysis (to PDEs, etc.) (60H30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (1)

Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models

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