Expected power-utility maximization under incomplete information and with Cox-process observations

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Publication:1946535

DOI10.1007/s00245-012-9180-2zbMath1259.93133OpenAlexW2085138102MaRDI QIDQ1946535

Wolfgang J. Runggaldier, Kazufumi Fujimoto, Hideo Nagai

Publication date: 15 April 2013

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-012-9180-2




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