A note on optimal consumption and investment in a geometric Ornstein-Uhlenbeck market (Q2909820)
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scientific article; zbMATH DE number 6078496
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| English | A note on optimal consumption and investment in a geometric Ornstein-Uhlenbeck market |
scientific article; zbMATH DE number 6078496 |
Statements
6 September 2012
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functional data
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local linear estimator
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nonparametric regression
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small balls probability
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spatial data
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A note on optimal consumption and investment in a geometric Ornstein-Uhlenbeck market (English)
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0.8343033194541931
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0.8187505006790161
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0.8136121034622192
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0.8083007335662842
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