Utility maximization in constrained and unbounded financial markets: Applications to indifference valuation, regime switching, consumption and Epstein-Zin recursive utility

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hu, Ying, Liang, Gechun, Tang, Shanjian
Format:	Preprint
Published:	2017
Subjects:	Probability Mathematical Finance 91G10, 91G80, 60H10, 60H30
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/1707.00199