dO19KpGVsFPxj7T3TPuWMby6zJHanyu1nrqqwJzaVTsXLxF373vfZ1l6ZQ8b
Current position: Home >> Scientific Research >> Paper Publications

Recursive Utility Maximization for Terminal Wealth under Partial Information

Hits:

Institution:中泰证券金融研究院

Title of Paper:Recursive Utility Maximization for Terminal Wealth under Partial Information

Journal:Math. Probl. Eng.

First Author:Shaolin Ji

All the Authors:Shaolin Ji

Document Code:33F1B3AF84B6450892D2917F6E852CB1

Volume:2016

Translation or Not:No

Date of Publication:2016-06

Release Time:2019-10-25

Prev One:Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion

Next One:Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations