An optimal trading strategy under Knightian uncertainty and partial information (Q2924360)
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scientific article; zbMATH DE number 6364826
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| English | An optimal trading strategy under Knightian uncertainty and partial information |
scientific article; zbMATH DE number 6364826 |
Statements
3 November 2014
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Knightian uncertainty
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partial information
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\(\alpha\)-maxmin expected utility
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hidden Markov models
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Malliavin calculus
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An optimal trading strategy under Knightian uncertainty and partial information (English)
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0.8693479299545288
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0.8050687909126282
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0.8007736206054688
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0.7951545119285583
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