A Generalized Cameron-Martin Formula with Applications to Partially Observed Dynamic Portfolio Optimization
| Year of publication: |
2001
|
|---|---|
| Authors: | Zohar, Gady |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 11.2001, 4, p. 475-494
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005294272