MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT PROCESSES (Q3523572): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s0219024901000985 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2014132470 / rank | |||
Normal rank | |||
Latest revision as of 09:09, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT PROCESSES |
scientific article |
Statements
MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT PROCESSES (English)
0 references
3 September 2008
0 references
mean-variance hedging
0 references
filtering, Bayesian adaptive control
0 references
Ornstein-Uhlenbeck process
0 references
