location： Current position: Home >> Scientific Research >> Paper Publications

Recursive Utility Maximization for Terminal Wealth under Partial Information

Hits:

Affiliation of Author(s):中泰证券金融研究院

Journal:Mathematical Problems in Engineering

All the Authors:Shaolin Ji

First Author:Shaolin Ji

Document Code:lw-190243

Translation or Not:no

Date of Publication:2016-11-01

Pre One:A maximum principle for fully coupled forward–backward stochastic control system with terminal state constraints

Next One:The Neyman-Pearson lemma under g-probability

Copyright All Rights Reserved Shandong University Address: No. 27 Shanda South Road, Jinan City, Shandong Province, China: 250100
Information desk: (86) - 0531-88395114
On Duty Telephone: (86) - 0531-88364731 Construction and Maintenance: Information Work Office of Shandong University

Click:Times MOBILE Version
The Founding Time : ..
The Last Update Time : ..

Mobile phone sweep