%0 Journal Article %1 Ferland2008 %A Ferland, René %A Watier, Francois %D 2008 %J Statistics & Probability Letters %K Expected maximization utility %N 4 %P 426--434 %T FBSDE approach to utility portfolio selection in a market with random parameters %U http://www.sciencedirect.com/science/article/B6V1D-4PGGNYP-1/1/170718754e660e979eb5002530c46025 %V 78

@article{Ferland2008, added-at = {2008-04-23T22:05:04.000+0200}, author = {Ferland, Ren{\'e} and Watier, Fran\c{c}ois}, biburl = {https://www.bibsonomy.org/bibtex/24be220e0d46ae4d680015f289a4f2324/smicha}, interhash = {2a3dc8a38f48ac209a45815cb0053444}, intrahash = {4be220e0d46ae4d680015f289a4f2324}, journal = {Statistics \& Probability Letters}, keywords = {Expected maximization utility}, month = Mar, number = 4, pages = {426--434}, timestamp = {2008-04-23T22:14:02.000+0200}, title = {FBSDE approach to utility portfolio selection in a market with random parameters}, url = {http://www.sciencedirect.com/science/article/B6V1D-4PGGNYP-1/1/170718754e660e979eb5002530c46025}, volume = 78, year = 2008 }