Power utility maximization under partial information: some convergence results (Q2638359)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power utility maximization under partial information: some convergence results |
scientific article |
Statements
Power utility maximization under partial information: some convergence results (English)
0 references
15 September 2010
0 references
backward stochastic differential equation
0 references
semimartingale market model
0 references
power utility maximization problem
0 references
partial information
0 references
0 references
0 references
