Optimal Investment Under Information Driven Contagious Distress (Q5737638)
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scientific article; zbMATH DE number 6722976
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment Under Information Driven Contagious Distress |
scientific article; zbMATH DE number 6722976 |
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Optimal Investment Under Information Driven Contagious Distress (English)
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24 May 2017
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contagious distress
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Sobolev solutions
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nonlinear filtering
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recursive HJB
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