Optimal investment under partial information (Q966433)
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scientific article; zbMATH DE number 5700552
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment under partial information |
scientific article; zbMATH DE number 5700552 |
Statements
Optimal investment under partial information (English)
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23 April 2010
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filtering
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investment
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Wiener processes
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optimal control
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partial information
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optimal portfolio
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