A generalized stochastic differential utility driven by G-Brownian motion
Qian Lin, Dejian Tian, Weidong Tian
| Year of publication: |
2020
|
|---|---|
| Authors: | Lin, Qian ; Tian, Dejian ; Tian, Weidong |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 14.2020, 3, p. 547-576
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| Subject: | Stochastic differential utility | Backward stochastic differential equation | G-Brownian motion | Ambiguity aversion | Theorie | Theory | Stochastischer Prozess | Stochastic process | Nutzen | Utility | Analysis | Mathematical analysis | Risiko | Risk | Entscheidung | Decision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-020-00264-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012240314