"Asymptotic Analysis of Forward Performance Processes in Incomplete Markets ..."

Mykhaylo Shkolnikov, Ronnie Sircar, Thaleia Zariphopoulou (2016)

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DOI: 10.1137/15M1016059

access: closed

type: Journal Article

metadata version: 2023-06-26

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Mykhaylo Shkolnikov, Ronnie Sircar, Thaleia Zariphopoulou:
Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations. SIAM J. Financial Math. 7(1): 588-618 (2016)

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