Exponential Utility Maximization under Partial Information
Year of publication: |
2008-06
|
---|---|
Authors: | Mania, Michael ; Santacroce, Marina |
Institutions: | International Centre for Economic Research (ICER) |
Subject: | Backward stochastic differential equation | semimartingale market model | exponential utility maximization problem | partial information | suffcient filtration |
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