Shlomo Levental

Michigan State University

Agriculture Hall

East Lansing, MI 48824-1122

United States

SCHOLARLY PAPERS

2

DOWNLOADS

289

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

A Simple Proof of Functional Itô's Lemma for Semimartingales with an Application

Number of pages: 14 Posted: 19 May 2013
Shlomo Levental, Mark D. Schroder and Sumit Sinha
Michigan State University, Michigan State University - The Eli Broad Graduate School of Management and Michigan State University
Downloads 201 (284,221)

Abstract:

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functional Ito

2.

Linked Recursive Preferences and Optimality

Mathematical Finance, Forthcoming
Number of pages: 36 Posted: 16 May 2013
Shlomo Levental, Mark D. Schroder and Sumit Sinha
Michigan State University, Michigan State University - The Eli Broad Graduate School of Management and Michigan State University
Downloads 88 (540,333)

Abstract:

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recursive preferences, BSDE, portfolio selection, Jones, behavioral contract theory