Work

A General Theory of Markovian Time Inconsistent Stochastic Control Problems

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1694759

Authors: Tomas Bjork, Agatha Murgoci

Institutions: Stockholm School of Economics, Swedish House of Finance, Aarhus University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W299346747

Cites: 15

Cited by: 343

Related to: 10