Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equations
- Award ID(s):
- 1812921
- NSF-PAR ID:
- 10341978
- Date Published:
- Journal Name:
- Applied Mathematics & Optimization
- Volume:
- 84
- Issue:
- 1
- ISSN:
- 0095-4616
- Page Range / eLocation ID:
- 145 to 190
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1007/s00245-019-09641-7
