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"An Exact Connection between Two Solvable SDEs and a Nonlinear Utility ..."

Nicole El Karoui, Mrad Mohamed (2013)

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DOI: 10.1137/10081143X

access: closed

type: Journal Article

metadata version: 2018-11-06

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Nicole El Karoui, Mrad Mohamed:
An Exact Connection between Two Solvable SDEs and a Nonlinear Utility Stochastic PDE. SIAM J. Financial Math. 4(1): 697-736 (2013)

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