Optimal investment with a noisy signal of future stock prices (Q6190919)
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scientific article; zbMATH DE number 7801985
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment with a noisy signal of future stock prices |
scientific article; zbMATH DE number 7801985 |
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Optimal investment with a noisy signal of future stock prices (English)
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8 February 2024
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optimal control with partial observation
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exponential utility maximization
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noisy price signals
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duality
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temporary price impact
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