"Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach."

Wahid Faidi, Anis Matoussi, Mohamed Mnif (2011)

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DOI: 10.1137/100814354

access: closed

type: Journal Article

metadata version: 2017-05-17

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Wahid Faidi, Anis Matoussi, Mohamed Mnif:
Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach. SIAM J. Financial Math. 2(1): 1014-1041 (2011)

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