UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:21, 7 February 2024
scientific article; zbMATH DE number 6109790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS |
scientific article; zbMATH DE number 6109790 |
Statements
UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (English)
0 references
22 November 2012
0 references
utility maximization
0 references
filtering
0 references
backward stochastic differential equations
0 references
jump processes
0 references
