Ramsey rule with forward/backward utility for long-term yield curves modeling - Sorbonne Université Access content directly
Journal Articles Decisions in Economics and Finance Year : 2022

Ramsey rule with forward/backward utility for long-term yield curves modeling

Nicole El Karoui
  • Function : Author
Laboratoire de Probabilités, Statistique et Modélisation
Caroline Hillairet
  • Function : Author
Mohamed Mrad
  • Function : Author

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Probability [math.PR]

Lorenzo Zambotti  : Connect in order to contact the contributor

https://hal.sorbonne-universite.fr/hal-03939501

Submitted on : Saturday, January 14, 2023-11:33:55 PM

Last modification on : Friday, May 3, 2024-10:56:04 AM

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hal-03939501 , version 1 (14-01-2023)

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Nicole El Karoui, Caroline Hillairet, Mohamed Mrad. Ramsey rule with forward/backward utility for long-term yield curves modeling. Decisions in Economics and Finance, 2022, 45 (1), pp.375-414. ⟨10.1007/s10203-022-00370-1⟩. ⟨hal-03939501⟩

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