Review: Consistent utility of investment and consumption: a forward/backward SPDE viewpoint

Research output: Contribution to journalReview article

Abstract

Review of El Karoui, Nicole; Hillairet, Caroline; Mrad, Mohamed. Consistent utility of investment and consumption: a forward/backward SPDE viewpoint. Stochastics 90 (2018), no. 6, 927–954.
Original languageEnglish
Article numberMR3814804
Number of pages3
JournalMathematical Reviews
Publication statusPublished - 23 Jan 2019

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