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Latest revision as of 17:44, 27 May 2024

scientific article; zbMATH DE number 1040324
Language Label Description Also known as
English
A Note On Utility Maximization Under Partial Observations<sup>1</sup>
scientific article; zbMATH DE number 1040324

    Statements

    A Note On Utility Maximization Under Partial Observations<sup>1</sup> (English)
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    31 August 1997
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    optimal consumption/investment
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    partial observations
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    stochastic filtering
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    martingale representation
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