An Exact Connection between Two Solvable SDEs and a Nonlinear Utility Stochastic PDE
Nicole, El Karoui, Mohamed, MradVolume:
4
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/10081143X
Date:
January, 2013
File:
PDF, 536 KB
english, 2013