Forward-backward systems for expected utility maximization
Year of publication: |
2011-10
|
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Authors: | Horst, Ulrich ; Hu, Ying ; Imkeller, Peter ; Reveillac, Anthony |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | utility maximization |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number SFB649DP2011-061 34 pages |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D52 - Incomplete Markets ; D53 - Financial Markets |
Source: |
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