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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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Dettagli Bibliografici
Autori principali:	Hu, Ying, Liang, Gechun, Tang, Shanjian
Natura:	Preprint
Pubblicazione:	2017
Soggetti:	Probability Mathematical Finance 91G10, 91G80, 60H10, 60H30
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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