scholarly journals Proper solutions for Epstein–Zin Stochastic Differential Utility

2021 ◽  
Author(s):  
Martin Herdegen ◽  
David Hobson ◽  
Joseph Jerome
Keyword(s):  
Stochastic Differential Utility ◽  
Differential Utility ◽  
Proper Solutions

scholarly journals Stochastic Differential Utility

Econometrica ◽  
1992 ◽  
Vol 60 (2) ◽  
pp. 353 ◽  
Author(s):  
Darrell Duffie ◽  
Larry G. Epstein
Keyword(s):  
Stochastic Differential Utility ◽  
Differential Utility

A Generalized Stochastic Differential Utility

2003 ◽  
Vol 28 (1) ◽  
pp. 154-180 ◽  
Author(s):  
Ali Lazrak ◽  
Marie Claire Quenez
Keyword(s):  
Stochastic Differential Utility ◽  
Differential Utility

PDE solutions of stochastic differential utility

1992 ◽  
Vol 21 (6) ◽  
pp. 577-606 ◽  
Author(s):  
Darrel Duffie ◽  
Pierre-Louis Lions
Keyword(s):  
Stochastic Differential Utility ◽  
Differential Utility
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