Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization
type: Item
instance of: scholarly article
title: Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization
zbMATH Open document ID: 1255.93155
author: Qing Zhou
published in: Journal of Systems Science and Complexity
publication date: 2013-01-31T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C41
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6133200
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: cooperative investment
zbMATH Keywords: incomplete market
zbMATH Keywords: Pareto optimum
zbMATH Keywords: stochastic utility
zbMATH Keywords: optimal cooperative strategies
zbMATH Keywords: trading strategy
zbMATH Keywords: stochastic optimization method
zbMATH Keywords: agents capital
MaRDI profile type: Publication
full work available at URL: s11424-010-9002-z
OpenAlex ID: W2137017117
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DOI: 10.1007/S11424-010-9002-Z
description: scientific article; zbMATH DE number 6133200