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

Research output: Contribution to journalReview article

Abstract

Review of: El Karoui, N., Hillairet, C., & Mrad, M. (2018). Consistent Utility of Investment and Consumption: a forward/backward SPDE viewpoint. Stochastics, 90(6), 927-954.
Original languageEnglish
Article numberMR3814804
Number of pages3
JournalMathematical Reviews
Publication statusPublished - 23 Jan 2019

Cite this