Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting (Q5256270)
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scientific article; zbMATH DE number 6448643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting |
scientific article; zbMATH DE number 6448643 |
Statements
Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting (English)
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22 June 2015
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backward stochastic differential equation
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power utility maximization problem
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basis risk model
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stochastic correlation
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information sufficiency
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