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Linked recursive preferences and optimality
Levental, Shlomo; Sinha, Sumit; Schroder, Mark D. - In: Mathematical finance : an international journal of … 26 (2016) 1, pp. 86-121
Persistent link: https://www.econbiz.de/10011550161
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Optimality and state pricing in constrained financial markets with recursive utility under continuous and discontinuous information
Schroder, Mark D.; Skiadas, Costis - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 199-238
Persistent link: https://www.econbiz.de/10003683215
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OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION
Schroder, Mark; Skiadas, Costis - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 199-238
Persistent link: https://www.econbiz.de/10008221223