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Author: Paolo Di Tella   
 

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BSDEs and log-utility maximization for Lévy processes
   
Paolo Di Tella   Hans-Jürgen Engelbert  
https://doi.org/10.15559/19-VMSTA144
Pub. online: 28 Oct 2019      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 6, Issue 4 (2019), pp. 479–494
   Abstract
BSDEs and log-utility maximization for Lévy processes
   
Paolo Di Tella   Hans-Jürgen Engelbert  
https://doi.org/10.15559/19-MSTA144
Pub. online: 28 Oct 2019      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications* Volume 6, Issue 4 (2019), pp. 479–494
   Abstract


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