Hochschulschrift
Recursive Utility and Stochastic Differential Utility: From Discrete to Continuous Time
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Kaiserslautern, Technische Universität Kaiserslautern, Dissertation, 2016
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Nutzen
Stochastischer Prozess
Erwartungsbildung
Mathematik
- Ereignis
-
Veröffentlichung
- (wo)
-
Kaiserslautern
- (wer)
-
Technische Universität Kaiserslautern
- (wann)
-
2016
- Urheber
- Beteiligte Personen und Organisationen
-
Seifried, Frank Thomas
- URN
-
urn:nbn:de:hbz:386-kluedo-43808
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:55 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
Beteiligte
- Seiferling, Thomas
- Seifried, Frank Thomas
- Technische Universität Kaiserslautern
Entstanden
- 2016
Ähnliche Objekte (12)
Stochastic differential utility as the continuous-time limit of recursive utility
Stochastic differential utility as the continuous-time limit of recursive utility
Recursive utility using the stochastic maximum principle
Foundations of continuous-time recursive utility : differentiability and normalization of certainty equivalents
Recursive intergenerational utility in global climate risk modeling
Optimal consumption and investment with Epstein-Zin recursive utility
Intertemporal Hedging and Trade in Repeated Games with Recursive Utility
UZPR: A century of continuous public utility
Robust utility maximization with nonlinear continuous semimartingales
Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk
Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk
A Stochastic Model for the Utility of Income
Stochastic differential utility as the continuous-time limit of recursive utility
Stochastic differential utility as the continuous-time limit of recursive utility
Recursive utility using the stochastic maximum principle
Foundations of continuous-time recursive utility : differentiability and normalization of certainty equivalents
Recursive intergenerational utility in global climate risk modeling
Optimal consumption and investment with Epstein-Zin recursive utility
Intertemporal Hedging and Trade in Repeated Games with Recursive Utility
UZPR: A century of continuous public utility
Robust utility maximization with nonlinear continuous semimartingales
Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk
Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk
A Stochastic Model for the Utility of Income
Stochastic differential utility as the continuous-time limit of recursive utility
Stochastic differential utility as the continuous-time limit of recursive utility
Recursive utility using the stochastic maximum principle
Foundations of continuous-time recursive utility : differentiability and normalization of certainty equivalents
Recursive intergenerational utility in global climate risk modeling
Optimal consumption and investment with Epstein-Zin recursive utility
Intertemporal Hedging and Trade in Repeated Games with Recursive Utility
UZPR: A century of continuous public utility
Robust utility maximization with nonlinear continuous semimartingales
Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk
Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk