A note on optimal consumption and investment in a geometric Ornstein-Uhlenbeck market
type: Item
instance of: scholarly article
zbMATH Open document ID: 1246.91146
author: Christina Ziehaus
publication date: 2012-09-06T00:00:00Z
Mathematics Subject Classification ID: 91G50
zbMATH DE Number: 6078496
zbMATH Keywords: functional data
zbMATH Keywords: local linear estimator
zbMATH Keywords: nonparametric regression
zbMATH Keywords: small balls probability
zbMATH Keywords: spatial data
MaRDI profile type: Publication
full work available at URL: strm.2012.1043
OpenAlex ID: W257974659
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DOI: 10.1524/STRM.2012.1043
title: A note on optimal consumption and investment in a geometric Ornstein-Uhlenbeck market
published in: Statistics \& Risk Modeling
description: scientific article; zbMATH DE number 6078496