Optimal investment with a noisy signal of future stock prices (Q6190919): Difference between revisions

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Latest revision as of 07:55, 27 August 2024

scientific article; zbMATH DE number 7801985
Language Label Description Also known as
English
Optimal investment with a noisy signal of future stock prices
scientific article; zbMATH DE number 7801985

    Statements

    Optimal investment with a noisy signal of future stock prices (English)
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    8 February 2024
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    optimal control with partial observation
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    exponential utility maximization
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    noisy price signals
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    duality
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    temporary price impact
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