Work

Asset pricing with a forward–backward stochastic differential utility

Year: 2001

Type: article

Source: Economics Letters

DOI: 10.1016/s0165-1765(01)00432-3

Authors: Fabio Antonelli, Emilio Barucci, Maria Elvira Mancino

Institutions: University of Chieti-Pescara, University of Pisa, University of Florence

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2011914468

FWCI: 2.823

Cites: 12

Cited by: 30

Related to: 10