UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503)
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scientific article; zbMATH DE number 6109790
| Language | Label | Description | Also known as |
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| English | UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS |
scientific article; zbMATH DE number 6109790 |
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UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (English)
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22 November 2012
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utility maximization
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filtering
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backward stochastic differential equations
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jump processes
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0.9072777
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0.89996797
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0.8823046
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0.8820273
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0.88143194
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0.8688812
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0.8685273
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0.8675404
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0.8662406
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