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  • Search: subject:"Epstein-Zin problem"
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BSDE 1 Epstein-Zin problem 1 Epstein-Zin utility 1 Incomplete market 1 Nutzen 1 Theorie 1 Theory 1 Unvollkommener Markt 1 Utility 1 incomplete market 1 stability 1 stochastic differential utility 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Monoyios, Michael 1 Mostovyi, Oleksii 1
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Mathematical finance : an international journal of mathematics, statistics and financial economics 1
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ECONIS (ZBW) 1
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Stability of the Epstein-Zin problem
Monoyios, Michael; Mostovyi, Oleksii - In: Mathematical finance : an international journal of … 34 (2024) 4, pp. 1263-1290
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