Consistent utility of investment and consumption: a forward/backward SPDE viewpoint - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Stochastics: An International Journal of Probability and Stochastic Processes Année : 2018

Consistent utility of investment and consumption: a forward/backward SPDE viewpoint

Fichier non déposé

Dates et versions

hal-03939816 , version 1 (15-01-2023)

Identifiants

Citer

Nicole El Karoui, Caroline Hillairet, Mohamed Mrad. Consistent utility of investment and consumption: a forward/backward SPDE viewpoint. Stochastics: An International Journal of Probability and Stochastic Processes, 2018, 90 (6), pp.927-954. ⟨10.1080/17442508.2018.1457676⟩. ⟨hal-03939816⟩
3 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More