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Title:

Forward-backward systems for expected utility maximization

Document type:
Zeitschriftenaufsatz
Author(s):
Horst, U., Hu, Y., Imkeller, P., Réveillac, A., and Zhang, J.
Dewey Decimal Classification:
510 Mathematik
Journal title:
Stochastic Processes and their Applications
Year:
2014
Journal volume:
124
Journal issue:
5
Pages contribution:
1813–1848
Reviewed:
ja
Language:
en
Fulltext / DOI:
doi:org/10.1016/j.spa.2014.01.004
Status:
Verlagsversion / published
TUM Institution:
Lehrstuhl für Mathematische Statistik
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