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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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