BSDEs and Log-Utility Maximization for Lévy-Processes

Research output: Contribution to journal › Research article › Contributed › peer-review

Contributors

Details

Original languageGerman
Pages (from-to) 479-494
JournalModern Stochastics: Theory and Applications
Volume2019
Issue number6(4)
Publication statusPublished - 2019
Peer-reviewedYes

External IDs

Scopus 85076921890

Keywords