Munich Personal RePEc Archive

Forward dynamic utilities: a new model and new results

Alghalith, Moawia (2010): Forward dynamic utilities: a new model and new results.

This is the latest version of this item.

[img]
Preview
PDF
MPRA_paper_21946.pdf

Download (124kB) | Preview

Abstract

We present a new model of forward dynamic utilities. In doing so, we provide unique (viscosity) solutions. In addition, we introduce Hausdorff-continuous viscosity solutions to the portfolio model.

Available Versions of this Item

UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.