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Horizon-unbiased utility functions

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Publisher copy:
10.1016/j.spa.2007.03.013

Authors

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Institution:
University of Oxford
Division:
SSD
Department:
Divisional Administration
Sub department:
Oxford-Man Institute
Role:
Author


Journal:
Stochastic Processes and their Applications More from this journal
Volume:
117
Issue:
11
Pages:
1621-1641
Publication date:
2007-11-01
DOI:
ISSN:
0304-4149


Pubs id:
pubs:324990
UUID:
uuid:7572f79e-e5b5-4792-8e6f-802485740a13
Local pid:
pubs:324990
Source identifiers:
324990
Deposit date:
2013-11-17
ARK identifier:

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