Pages that link to "Item:Q3516084"
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The following pages link to Optimal Terminal Wealth Under Partial Information: Both the Drift and the Volatility Driven by a Discrete-Time Markov Chain (Q3516084):
Displayed 4 items.
- Expected power-utility maximization under incomplete information and with Cox-process observations (Q1946535) (← links)
- Expected log-utility maximization under incomplete information and with Cox-process observations (Q2254308) (← links)
- Study of a degenerate elliptic equation in an optimal consumption problem under partial information (Q2352145) (← links)
- An optimal investment model with Markov-driven volatilities (Q5245919) (← links)