Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework (Q6048446)
From MaRDI portal
scientific article; zbMATH DE number 7737633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework |
scientific article; zbMATH DE number 7737633 |
Statements
Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework (English)
0 references
14 September 2023
0 references
utility maximization
0 references
hedging with delay
0 references
banded matrices
0 references
