Foundations of continuous-time recursive utility : differentiability and normalization of certainty equivalents
Holger Kraft; Frank Thomas Seifried
| Year of publication: |
2010
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|---|---|
| Authors: | Kraft, Holger ; Seifried, Frank Thomas |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 3.2010, 3/4, p. 115-138
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| Subject: | Intertemporale Entscheidung | Intertemporal choice | Stochastischer Prozess | Stochastic process | Erwartungsnutzen | Expected utility | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008659800