Optimal consumption-investment under partial information in conditionally log-Gaussian models
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- CERTAINTY EQUIVALENCE AND LOGARITHMIC UTILITIES IN CONSUMPTION/INVESTMENT PROBLEMS
- OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS
- Optimization of consumption with partial observation–-Jensen inequality method
- An optimal consumption and investment problem with partial information
- Optimizing consumption and investment: the case of partial information
- A long-term optimal consumption and investment problem with partial information
- Optimal consumption and investment problem using a power utility function under a general nonlinear stochastic factor model
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