An expected exponential utility maximization problem for bitcoin miners (Q6179932)
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scientific article; zbMATH DE number 7791040
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An expected exponential utility maximization problem for bitcoin miners |
scientific article; zbMATH DE number 7791040 |
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An expected exponential utility maximization problem for bitcoin miners (English)
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18 January 2024
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bitcoin mining
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optimal investment strategy
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exponential utility
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Yor's formula
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Hamilton-Jacobi-Bellman equation
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