Numerical Approach to Asset Pricing Models with Stochastic Differential Utility
| Year of publication: |
2004
|
|---|---|
| Authors: | Nakamura, Nobuhiro |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 11.2004, 3, p. 267-300
|
| Publisher: |
Springer |
| Subject: | stochastic differential utility | forward-backward stochastic differential equation | lattice algorithm | four step scheme |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005810976