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person:"Chiappori, Pierre-André"
~person:"Bajari, Patrick"
~person:"Kraft, Holger"
~person:"Pashardes, Panos"
~subject:"FBSDE"
~type_genre:"Article in journal"
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Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
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