Anja Richter
Doctoral Humboldt-Universität zu Berlin 2011
Dissertation:
BSDEs of quadratic growth on stochastic bases generated by either continuous martingales or affine processes; applications to utility maximization
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Peter Imkeller
Advisor 2: Josef Teichmann
No students known.
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