Partially informed investors: hedging in an incomplete market with default (Q3449928)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partially informed investors: hedging in an incomplete market with default |
scientific article |
Statements
Partially informed investors: hedging in an incomplete market with default (English)
0 references
30 October 2015
0 references
optimal investment
0 references
incomplete market
0 references
partial information
0 references
exponential utility
0 references
default time
0 references
backward stochastic differential equation
0 references
dynamic programming
0 references
marked point process
0 references
filtering
0 references
