Nikolaos Englezos

University of Piraeus - Department of Banking and Financial Management

Lecturer

80 Karaoli & Dimitriou Str.

18534 Piraeus, 185 34 -GR

Greece

  • University of Piraeus - Department of Banking and Financial Management

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How Do Future Expectations Affect the Financial Sector? Expectations Modeling, Infinite Horizon (Controlled) Random FBSDEs and Stochastic Viscosity Solutions

Number of pages: 41 Posted: 28 Sep 2016
Xanthi-Isidora Kartala, Nikolaos Englezos and Athanasios Yannacopoulos
Athens University of Economics and Business - Department of Statistics, University of Piraeus - Department of Banking and Financial Management and Athens University of Economics and Business - Department of Statistics
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Abstract:

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uture expectations, infinite horizon, FBSDEs, quasi-linear BSPDEs, stochastic viscosity solutions, stationary solutions, optimal control, stochastic maximum principle