Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting (Q5256270)
From MaRDI portal
scientific article; zbMATH DE number 6448643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting |
scientific article; zbMATH DE number 6448643 |
Statements
Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting (English)
0 references
22 June 2015
0 references
backward stochastic differential equation
0 references
power utility maximization problem
0 references
basis risk model
0 references
stochastic correlation
0 references
information sufficiency
0 references
