Power utility maximization under partial information: some convergence results (Q2638359): Difference between revisions

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Latest revision as of 12:40, 19 December 2024

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Power utility maximization under partial information: some convergence results
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    Power utility maximization under partial information: some convergence results (English)
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    15 September 2010
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    backward stochastic differential equation
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    semimartingale market model
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    power utility maximization problem
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    partial information
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