An optimal trading strategy under Knightian uncertainty and partial information
type: Item
instance of: scholarly article
zbMATH Open document ID: 1313.91141
author: Weiyin Fei
author: Li Yu
author: Xueqin Shi
author: Juan Li
publication date: 2014-11-03T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 6364826
zbMATH Keywords: Knightian uncertainty
zbMATH Keywords: partial information
zbMATH Keywords: \(\alpha\)-maxmin expected utility
zbMATH Keywords: hidden Markov models
zbMATH Keywords: Malliavin calculus
MaRDI profile type: Publication
title: An optimal trading strategy under Knightian uncertainty and partial information
published in: Acta Mathematicae Applicatae Sinica
description: scientific article; zbMATH DE number 6364826