Optimizing Consumption and Investment: The Case of Partial Information
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Publication:5391877
DOI10.1007/978-3-540-77903-2_9zbMath1209.91187MaRDI QIDQ5391877
Jörn Sass, Markus Hahn, Wolfgang Putschögl
Publication date: 7 April 2011
Published in: Operations Research Proceedings (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-77903-2_9
60H30: Applications of stochastic analysis (to PDEs, etc.)
91G80: Financial applications of other theories
Cites Work