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Keyword [Recursive utility]
Result: 1 - 6 | Page: 1 of 1
1.
Mean-field Stochastic Maximum Principle For Optimization With Recursive Utilities
2.
Backward Stochastic Differential Equations And Financial Applications
3.
Stochastic Global Maximum Principle For Recursive Utility Optimization Problems With State Constraints
4.
Optimal Consumption And Portfolio Choice Under Multi-factor Stochastic Volatility
5.
Research On Robust Investment Decision-making Behavior In Uncertain Environment
6.
Momentum And Inflation In Optimal Consumption Investment Strategy Based On Recursive Utility
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