Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting

From MaRDI portal
Publication:5256270

DOI10.1080/07362994.2015.1009758zbMath1336.91072OpenAlexW2039956433MaRDI QIDQ5256270

Marina Santacroce, Barbara Trivellato, D. Covello, Emanuela Sasso

Publication date: 22 June 2015

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2015.1009758







Cites Work




This page was built for publication: Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting