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~person:"Aurand, Joshua"
~subject:"backward stochastic differential equations"
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backward stochastic differential equations
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Epstein-Zin utilities
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Aurand, Joshua
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Epstein-Zin utility maximization on a random horizon
Aurand, Joshua
;
Huang, Yu-Jui
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1370-1411
Persistent link: https://www.econbiz.de/10014370670
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