Expected log-utility maximization under incomplete information and with Cox-process observations (Q2254308): Difference between revisions
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Revision as of 06:28, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected log-utility maximization under incomplete information and with Cox-process observations |
scientific article |
Statements
Expected log-utility maximization under incomplete information and with Cox-process observations (English)
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4 February 2015
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portfolio optimization
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stochastic control
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incomplete information
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regime-switching models
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Cox-process observations
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random trading times
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