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
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power utility maximization under partial information: some convergence results |
scientific article |
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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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