A risk-sensitive stochastic control approach to an optimal investment problem with partial information
| Year of publication: |
2006
|
|---|---|
| Authors: | Hata, Hiroaki ; Iida, Yasunari |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 10.2006, 3, p. 395-426
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