Foundations of continuous-time recursive utility : differentiability and normalization of certainty equivalents
Year of publication: |
2010
|
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Authors: | Kraft, Holger ; Seifried, Frank Thomas |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 3.2010, 3/4, p. 115-138
|
Subject: | Intertemporale Entscheidung | Intertemporal choice | Stochastischer Prozess | Stochastic process | Erwartungsnutzen | Expected utility | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
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