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~person:"Matoussi, Anis"
~source:"econis"
~subject:"Game theory"
~subject:"Portfolio-Management"
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Game theory
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Matoussi, Anis
Haugh, Martin B.
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International journal of theoretical and applied finance : IJTAF
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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Dynamic utility and related nonlinear spdes driven by Lévy noise
Matoussi, Anis
;
Mrad, Mohamed
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10013189927
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2
Convex
duality
for Epstein-Zin stochastic differential utility
Matoussi, Anis
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
28
(
2018
)
4
,
pp. 991-1019
Persistent link: https://www.econbiz.de/10012166994
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