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"On time-inconsistent stochastic control in continuous time."

Tomas Björk, Mariana Khapko, Agatha Murgoci (2017)

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DOI: 10.1007/S00780-017-0327-5

access: open

type: Journal Article

metadata version: 2021-10-14

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  dblp key:
  - journals/fs/BjorkKM17
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  - https://dblp.org/rec/journals/fs/BjorkKM17
Tomas Björk, Mariana Khapko, Agatha Murgoci:
On time-inconsistent stochastic control in continuous time. Finance Stochastics 21(2): 331-360 (2017)

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