CONTINUOUS-TIME RECURSIVE UTILITY MAXIMIZATION

CONTINUOUS-TIME RECURSIVE UTILITY MAXIMIZATION

Ph.D

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Bibliographic Details
Main Author: XIAO HUINA
Other Authors: MATHEMATICS
Format: Theses and Dissertations
Language:English
Published: 2012
Subjects:
Homothetic Recursive Utility, Backward Stochastic Differential Equation, Utility Maximization, Dynamic Programming Principle, Regime Switching
Online Access:http://scholarbank.nus.edu.sg/handle/10635/35665
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Institution: National University of Singapore
Language: English
id sg-nus-scholar.10635-35665
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spelling sg-nus-scholar.10635-356652024-10-26T15:43:10Z CONTINUOUS-TIME RECURSIVE UTILITY MAXIMIZATION XIAO HUINA MATHEMATICS DAI MIN Homothetic Recursive Utility, Backward Stochastic Differential Equation, Utility Maximization, Dynamic Programming Principle, Regime Switching Ph.D DOCTOR OF PHILOSOPHY 2012-12-06T18:00:18Z 2012-12-06T18:00:18Z 2012-08-15 Thesis XIAO HUINA (2012-08-15). CONTINUOUS-TIME RECURSIVE UTILITY MAXIMIZATION. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/35665 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
language English
topic Homothetic Recursive Utility, Backward Stochastic Differential Equation, Utility Maximization, Dynamic Programming Principle, Regime Switching
spellingShingle Homothetic Recursive Utility, Backward Stochastic Differential Equation, Utility Maximization, Dynamic Programming Principle, Regime Switching
XIAO HUINA
CONTINUOUS-TIME RECURSIVE UTILITY MAXIMIZATION
description Ph.D
author2 MATHEMATICS
author_facet MATHEMATICS
XIAO HUINA
format Theses and Dissertations
author XIAO HUINA
author_sort XIAO HUINA
title CONTINUOUS-TIME RECURSIVE UTILITY MAXIMIZATION
title_short CONTINUOUS-TIME RECURSIVE UTILITY MAXIMIZATION
title_full CONTINUOUS-TIME RECURSIVE UTILITY MAXIMIZATION
title_fullStr CONTINUOUS-TIME RECURSIVE UTILITY MAXIMIZATION
title_full_unstemmed CONTINUOUS-TIME RECURSIVE UTILITY MAXIMIZATION
title_sort continuous-time recursive utility maximization
publishDate 2012
url http://scholarbank.nus.edu.sg/handle/10635/35665
_version_ 1821211809080672256

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