Merton's Optimal Investment Problem with Jump Signals (Q5045202)
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scientific article; zbMATH DE number 7612221
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Merton's Optimal Investment Problem with Jump Signals |
scientific article; zbMATH DE number 7612221 |
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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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