Utility maximization under risk constraints and incomplete information for a market with a change point (Q5373913)
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scientific article; zbMATH DE number 6856773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility maximization under risk constraints and incomplete information for a market with a change point |
scientific article; zbMATH DE number 6856773 |
Statements
Utility maximization under risk constraints and incomplete information for a market with a change point (English)
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6 April 2018
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utility maximization
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risk constraint
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incomplete information
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change point
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enlargement of filtrations
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