Merton's Optimal Investment Problem with Jump Signals (Q5045202): Difference between revisions

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Latest revision as of 17:18, 30 July 2024

scientific article; zbMATH DE number 7612221
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English
Merton's Optimal Investment Problem with Jump Signals
scientific article; zbMATH DE number 7612221

    Statements

    Merton's Optimal Investment Problem with Jump Signals (English)
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    4 November 2022
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    optimal investment
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    jump signal
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    Meyer \(\sigma\)-field
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    stochastic integration for nonpredictable integrands
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