Optimal consumption choices with anticipation: Methods of martingale (Q2744547)
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scientific article; zbMATH DE number 1649192
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| English | Optimal consumption choices with anticipation: Methods of martingale |
scientific article; zbMATH DE number 1649192 |
Statements
2 April 2002
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large investor
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stochastic differential equation
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enlargement of filtration
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portfolio
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optimal consumption
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investment
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Brownian motion
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martingale
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duality
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0.89507043
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0.8924718
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0.8776156
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0.8763376
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0.87177885
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0.86862814
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0.8680237
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Optimal consumption choices with anticipation: Methods of martingale (English)
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