Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems
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Institution:中泰证券金融研究院
Title of Paper:Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems
Journal:MATHEMATICS OF OPERATIONS RESEARCH
First Author:胡明尚
Document Code:108333DB5462411D8EB32C446E2A3DB3
Volume:48
Issue:3
Page Number:1767
Number of Words:24
Translation or Not:No
Date of Publication:2023-08
Release Time:2023-10-31