Schied, Alexander - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
a utility function. A natural question is
now to study some of classical problems of mathematical finance and economics … widely used in finance and
economics, the case of a mean-reverting factor process with the choice g(y) := −κ(µ−y)
being …, and the American Business Cycle in the 1920s" by Monique Ebell
and Albrecht Ritschl, February 2007.
007 "Rules …