TY - JOUR A1 - Imkeller, Peter A1 - Réveillac, Anthony A1 - Zhang, Jianing T1 - Solvability and Numerical Simulation of BSDEs Related to BSPDEs with Applications to Utility Maximization JF - International Journal of Theoretical and Applied Finance KW - BSDE KW - BSPDE KW - logarithmic transformation KW - distortion KW - quadratic growth KW - utility optimization KW - stochastic optimal control KW - numerical scheme Y1 - 2011 U6 - https://doi.org/10.1142/S0219024911006437 SN - 0219-0249 VL - 14 IS - 2011,5 SP - 635 EP - 667 PB - World Scientific Publishing ER -