A note on optimal consumption and investment in a geometric Ornstein–Uhlenbeck market (Q2909820)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on optimal consumption and investment in a geometric Ornstein–Uhlenbeck market |
scientific article |
Statements
A note on optimal consumption and investment in a geometric Ornstein–Uhlenbeck market (English)
0 references
6 September 2012
0 references
functional data
0 references
local linear estimator
0 references
nonparametric regression
0 references
small balls probability
0 references
spatial data
0 references
0 references
0 references
0 references
