FBSDE approach to utility portfolio selection in a market with random parameters
Work
Year: 2007
Type: article
Source: Statistics & Probability Letters
Authors René Ferland, François Watier
Institution Université du Québec à Montréal
Cites: 13
Cited by: 9
Related to: 10
FWCI: 0.62
Citation percentile (by year/subfield): 80
Subfield: Finance
Domain: Social Sciences
Open Access status: closed