"A theory of Markovian time-inconsistent stochastic control in discrete time."

Tomas Björk, Agatha Murgoci (2014)

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DOI: 10.1007/S00780-014-0234-Y

access: closed

type: Journal Article

metadata version: 2020-07-22

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Tomas Björk, Agatha Murgoci:
A theory of Markovian time-inconsistent stochastic control in discrete time. Finance Stochastics 18(3): 545-592 (2014)

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