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The Stability of the Constrained Utility Maximization Problem: A BSDE Approach

✍ Scribed by Mocha, Markus; Westray, Nicholas

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Quadratic BSDEs driven by a continuous m

✍ Marie-Amélie Morlais 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 584 KB

STABILITY OF THE UTILITY MAXIMIZATION PR

✍ Constantinos Kardaras; Gordan Žitković 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 217 KB

The precautionary demand for money: A ut

✍ Carol A Taylor 📂 Article 📅 1976 🏛 Elsevier Science 🌐 English ⚖ 797 KB

Utility maximization problem in the case

✍ R. V. Khasanov 📂 Article 📅 2013 🏛 Allerton Press Inc 🌐 English ⚖ 522 KB

Dual Characterization of the Value Funct

✍ Gushchin, A. A. 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 272 KB

Differentiability of the Value Function

✍ Morozov, I. S. 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 190 KB