Optimal trading strategy for an investor: the case of partial information
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Publication:1805777
DOI10.1016/S0304-4149(98)00032-5zbMath0934.91021WikidataQ127615318 ScholiaQ127615318MaRDI QIDQ1805777
Publication date: 18 November 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Utility theory (91B16) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10)
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