Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting (Q5256270): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q999871 |
||
| Property / author | |||
| Property / author: Emanuela Sasso / rank | |||
Revision as of 19:32, 21 February 2024
scientific article; zbMATH DE number 6448643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting |
scientific article; zbMATH DE number 6448643 |
Statements
Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting (English)
0 references
22 June 2015
0 references
backward stochastic differential equation
0 references
power utility maximization problem
0 references
basis risk model
0 references
stochastic correlation
0 references
information sufficiency
0 references
