Utility maximization with random horizon: a BSDE approach

Document type :
Journal articles
Complete list of metadatas

https://hal.archives-ouvertes.fr/hal-01245367
Contributor : Dylan Possamaï <>
Submitted on : Thursday, December 17, 2015 - 10:03:53 AM
Last modification on : Thursday, October 17, 2019 - 8:51:49 AM

Identifiers

Citation

Monique Jeanblanc, Thibaut Mastrolia, Dylan Possamaï, Anthony Réveillac. Utility maximization with random horizon: a BSDE approach. International Journal of Theoretical and Applied Finance, World Scientific Publishing, 2015, ⟨10.1142/S0219024915500454⟩. ⟨hal-01245367⟩

Share

Metrics

Record views

336