@unpublished{fan:hal-04549531,
TITLE = {Dual Representation of Unbounded Dynamic Concave Utilities $\star$},
AUTHOR = {Fan, Shengjun and Hu, Ying and Tang, Shanjian},
URL = {https://cnrs.hal.science/hal-04549531},
NOTE = {working paper or preprint},
YEAR = {2024},
MONTH = Apr, KEYWORDS = {Dynamic concave utilities ; Dynamic convex risk measure ; Dual representation ; Backward stochastic differential equation ; Unbounded terminal value},
PDF = {https://cnrs.hal.science/hal-04549531/file/Dual-representation-concave-utilities17042024.pdf},
HAL_ID = {hal-04549531},
HAL_VERSION = {v1},
}