Utility maximization with partial information for Ornstein-Uhlenbeck model
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(11)- Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck 4/2 models.
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- scientific article; zbMATH DE number 1642349 (Why is no real title available?)
- A note on optimal consumption and investment in a geometric Ornstein-Uhlenbeck market
- scientific article; zbMATH DE number 5153055 (Why is no real title available?)
- Unrestricted consumption under a deterministic wealth and an Ornstein-Uhlenbeck process as a discount rate
- UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS
- scientific article; zbMATH DE number 2091957 (Why is no real title available?)
- Utility maximization under risk constraints and incomplete information for a market with a change point
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