Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282)
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scientific article; zbMATH DE number 7679093
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| English | Optimal consumption-investment under partial information in conditionally log-Gaussian models |
scientific article; zbMATH DE number 7679093 |
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Optimal consumption-investment under partial information in conditionally log-Gaussian models (English)
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26 April 2023
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optimal consumption-investment problem
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conditionally log-Gaussian models
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HJB equations
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Feynman-Kac formula
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forward-backward equations
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0.93664336
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