Dynamic Investment Strategies to Reaction–Diffusion Systems Based upon Stochastic Differential Utilities
| Year of publication: |
2011
|
|---|---|
| Authors: | Kashiwabara, Akira ; Nakamura, Nobuhiro |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 18.2011, 2, p. 131-150
|
| Publisher: |
Springer |
| Subject: | Reaction–diffusion | Itô-Poisson process | Stochastic differential utility | Stochastic maximum principle | Forward-backward stochastic differential equation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009150530