Optimal portfolio, partial information and Malliavin calculus (Q3396071)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5604273
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal portfolio, partial information and Malliavin calculus |
scientific article; zbMATH DE number 5604273 |
Statements
Optimal portfolio, partial information and Malliavin calculus (English)
0 references
16 September 2009
0 references
stochastic control
0 references
partial information
0 references
optimal portfolio
0 references
utility maximization
0 references
Malliavin calculus
0 references
0 references
0 references
0 references
0.9289354
0 references
0.9269637
0 references
0.9155066
0 references
0.91458106
0 references
0.9082403
0 references
0.9075109
0 references
0.9066159
0 references
0.90560293
0 references
