Forward Backward SDEs Systems for Utility Maximization in Jump Diffusion Models
Crossref DOI link: https://doi.org/10.1007/s00245-024-10114-9
Published Online: 2024-04-20
Published Print: 2024-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Santacroce, Marina http://orcid.org/0000-0001-5596-3355
Siri, Paola
Trivellato, Barbara
Funding for this research was provided by:
Ministero dell’Università e della Ricerca (Prot. 2022JRY7EF)
Text and Data Mining valid from 2024-04-20
Version of Record valid from 2024-04-20
Article History
Accepted: 13 February 2024
First Online: 20 April 2024
Declarations
:
: There is no conflicts of interest to declare.