Stochastic differential utility as the continuous-time limit of recursive utility
Holger Kraft; Frank Thomas Seifried
| Year of publication: |
2014
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|---|---|
| Authors: | Kraft, Holger ; Seifried, Frank Thomas |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 151.2014, p. 528-550
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| Subject: | Stochastic differential utility | Recursive utility | Convergence | Backward stochastic differential equation | Nutzen | Utility | Theorie | Theory | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Nutzenfunktion | Utility function | Risiko | Risk |
| 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/10010389572