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1 Ergebnisse
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Recover Dynamic Utility from Observable Process: Applicatio..:
El Karoui, Nicole
;
Mrad, Mohamed
SIAM Journal on Financial Mathematics. 12 (2021) 1 - p. 189-225 , 2021
Link:
https://doi.org/10.1137/18m1235843
RT Journal T1 <Title>Recover Dynamic Utility from Observable Process: Application to the Economic Equilibrium</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_18m1235843&Exemplar=1&LAN=DE A1 El Karoui, Nicole A1 Mrad, Mohamed PB Society for Industrial & Applied Mathematics (SIAM) YR 2021 SN 1945-497X JF SIAM Journal on Financial Mathematics VO 12 IS 1 SP 189 OP 225 LK http://dx.doi.org/https://doi.org/10.1137/18m1235843 DO https://doi.org/10.1137/18m1235843 SF ELIB - SuUB Bremen
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