Optimal investment with a noisy signal of future stock prices
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Publication:6190919
DOI10.1007/s00245-023-10099-xarXiv2302.10485OpenAlexW4391062526WikidataQ129640403 ScholiaQ129640403MaRDI QIDQ6190919
Publication date: 8 February 2024
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2302.10485
dualitytemporary price impactexponential utility maximizationnoisy price signalsoptimal control with partial observation
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