OpenAlex
A Generalized Stochastic Differential Utility
Work
Year: 2003
Type: article
Source: Mathematics of Operations Research
Authors Ali Lazrak, M.C. Quenez
Institutions University of British Columbia, Laboratoire d’Analyse et de Mathématiques Appliquées
Cites: 20
Cited by: 79
Related to: 10
FWCI: 2.967
Citation percentile (by year/subfield): 97.74
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed