Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem
Crossref DOI link: https://doi.org/10.1007/s00780-020-00436-1
Published Online: 2020-09-10
Published Print: 2020-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Avanesyan, Levon
Shkolnikov, Mykhaylo
Sircar, Ronnie
Text and Data Mining valid from 2020-09-10
Version of Record valid from 2020-09-10
Article History
Received: 14 March 2019
Accepted: 21 May 2020
First Online: 10 September 2020