Power utility maximization under partial information: some convergence results (Q2638359): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spa.2010.05.013 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2056133709 / rank | |||
Normal rank | |||
Revision as of 22:29, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power utility maximization under partial information: some convergence results |
scientific article |
Statements
Power utility maximization under partial information: some convergence results (English)
0 references
15 September 2010
0 references
backward stochastic differential equation
0 references
semimartingale market model
0 references
power utility maximization problem
0 references
partial information
0 references
