On optimal investment with processes of long or negative memory (Q1743336)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal investment with processes of long or negative memory |
scientific article |
Statements
On optimal investment with processes of long or negative memory (English)
0 references
13 April 2018
0 references
optimal investment
0 references
power utility functions
0 references
Fréchet-differentiable function
0 references
drift of price process
0 references
Banach space
0 references
non-Markovian driving processes
0 references
fractional Brownian motion
0 references
