CONTINUOUS-TIME RECURSIVE UTILITY MAXIMIZATION
Ph.D
Saved in:
Main Author: | XIAO HUINA |
---|---|
Other Authors: | MATHEMATICS |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2012
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/35665 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Characterization of stochastic equilibrium controls by the Malliavin calculus
by: Nguwi, Jiang Yu, et al.
Published: (2022) -
Finite Horizon Trading Strategy with Transaction Costs and Exponential Utility in a Regime Switching Market
by: XU SHANGHUA
Published: (2011) -
Convergence analysis of probabilistic schemes for nonlinear partial differential equations
by: Lim, Li Xiang
Published: (2025) -
Control-Theoretic, Mission-Driven, Optimization Techniques for Wireless Sensor Networks
by: MISRA, Archan, et al.
Published: (2009) -
Continuous-time markowitz's problems in an incomplete market, with no-shorting portfolios
by: Jin, H., et al.
Published: (2014)