Utility maximization in incomplete markets in the presence of claims or random endowments

Mereu, Carla

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Universität Ulm

Utility maximization in incomplete markets in the presence of claims or random endowments

dc:creator Mereu, Carla

2015

Degree

thesis:*

Level thesis:degree_level: thesis.doctoral
Grantor dc:publisher: Universität Ulm
Year: 2015

Author and committee

dc:creator, dc:contributor.*

Author dc:creator: Mereu, Carla

Subjects

dc:subject × 4

Backward stochastic differential equations
Stochastic contributions
Target date funds
Utility maximization

Identifiers

dc:identifier.*

Repository record source_url: http://nbn-resolving.de/urn:nbn:de:bsz:289-vts-95662
OAI identifier oai:identifier: oai:oparu.uni-ulm.de:123456789/3303

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Harvested from: Universität Ulm
Base URL: oparu.uni-ulm.de/server/oai/request
Last updated: 2026-07-24
Source record: OAI-PMH GetRecord

related terms

Backward stochastic differential equations
Stochastic contributions
Target date funds
ulm-diss
thesis.doctoral
2015

citation

Mereu, Carla. Utility maximization in incomplete markets in the presence of claims or random endowments. thesis.doctoral thesis, Universität Ulm, 2015. http://nbn-resolving.de/urn:nbn:de:bsz:289-vts-95662

Utility maximization in incomplete markets in the presence of claims or random endowments

Degree

Author and committee

Subjects

Identifiers

Chain of custody

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