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zbMath1403.91319MaRDI QIDQ3463747

Revaz Tevzadze, Michael Mania

Publication date: 20 January 2016

Full work available at URL: http://www.rmi.ge/proceedings/volumes/pdf/v168-6.pdf

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

zbMATH Keywords

value function utility maximization backward stochastic partial differential equation complete markets

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Portfolio theory (91G10)

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