Epstein-Zin utility maximization on a random horizon
Joshua Aurand, Yu-Jui Huang
| Year of publication: |
2023
|
|---|---|
| Authors: | Aurand, Joshua ; Huang, Yu-Jui |
| Subject: | backward stochastic differential equations | consumption-investment problem | Epstein-Zin utilities | random horizons | Theorie | Theory | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Nutzen | Utility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12404 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014370670