Information uncertainty related to marked random times and optimal investment (Q2296112)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Information uncertainty related to marked random times and optimal investment |
scientific article; zbMATH DE number 7168370
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Information uncertainty related to marked random times and optimal investment |
scientific article; zbMATH DE number 7168370 |
Statements
Information uncertainty related to marked random times and optimal investment (English)
0 references
17 February 2020
0 references
information uncertainty
0 references
marked random times
0 references
enlargement of filtrations
0 references
utility maximization
0 references
0.8416858911514282
0 references
0.8140691518783569
0 references
0.7982110381126404
0 references
0.7962185740470886
0 references
0.7923271059989929
0 references
