Optimal portfolio, partial information and Malliavin calculus (Q3396071): Difference between revisions
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Revision as of 20:41, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio, partial information and Malliavin calculus |
scientific article |
Statements
Optimal portfolio, partial information and Malliavin calculus (English)
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16 September 2009
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stochastic control
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partial information
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optimal portfolio
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utility maximization
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Malliavin calculus
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