Dynamic utility and related nonlinear spdes driven by Lévy noise
Anis Matoussi, Mohamed Mrad
| Year of publication: |
2022
|
|---|---|
| Authors: | Matoussi, Anis ; Mrad, Mohamed |
| Subject: | consistent utility | duality | Forward utility | horizon-unbiased utility | performance criteria | portfolio optimization | progressive utility | stochastic characteristics method | stochastic flows | stochastic PDE with jumps | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Nutzen | Utility | Erwartungsnutzen | Expected utility | Versorgungswirtschaft | Public utilities | Nutzenfunktion | Utility function | Nutzentheorie | Utility theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024922500042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013189927