UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503)
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scientific article; zbMATH DE number 6109790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS |
scientific article; zbMATH DE number 6109790 |
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UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (English)
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22 November 2012
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utility maximization
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filtering
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backward stochastic differential equations
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jump processes
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