scientific article; zbMATH DE number 1804077

zbMATH Open1087.91027MaRDI QIDQ3148795FDOQ3148795

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Publication date: 2002

Full work available at URL: https://eudml.org/doc/52366

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zbMATH Keywords

diffusion modelpartial informationutility maximizationmean-variance hedginginnovation process

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Filtering in stochastic control theory (93E11)

Cited In (3)

• Title not available (Why is that?)
• Financial innovation and risk: the role of information
• Derivatives in the mean of random processes and diffusion models in economics

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