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UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH
JEANBLANC, MONIQUE, MASTROLIA, THIBAUT, POSSAMAÏ, DYLAN, RÉVEILLAC, ANTHONYVolume:
18
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024915500454
Date:
November, 2015
File:
PDF, 599 KB
english, 2015