Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework (Q6048446)
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scientific article; zbMATH DE number 7737633
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework |
scientific article; zbMATH DE number 7737633 |
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Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework (English)
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14 September 2023
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utility maximization
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hedging with delay
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banded matrices
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0.7627040147781372
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0.7552558779716492
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0.7511670589447021
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0.7493460774421692
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0.7393298745155334
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