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

Research output: Contribution to journalReview articleResearch

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.
LanguageEnglish
Article numberMR3814804
Number of pages3
JournalMathematical Reviews
Publication statusPublished - 23 Jan 2019

Cite this

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title = "Review: Consistent utility of investment and consumption: a forward/backward SPDE viewpoint",
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.",
author = "Perera, {Ryle S}",
year = "2019",
month = "1",
day = "23",
language = "English",
journal = "Mathematical Reviews",
issn = "2167-5163",

}

Review: Consistent utility of investment and consumption: a forward/backward SPDE viewpoint. / Perera, Ryle S.

In: Mathematical Reviews, 23.01.2019.

Research output: Contribution to journalReview articleResearch

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T2 - Mathematical Reviews

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SN - 2167-5163

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