Exponential utility maximization under partial information
| Year of publication: |
2010
|
|---|---|
| Authors: | Mania, Michael ; Santacroce, Marina |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 14.2010, 3, p. 419-448
|
| Publisher: |
Springer |
| Subject: | Backward stochastic differential equation | Semimartingale market model | Exponential utility maximization problem | Partial information | sufficient filtration |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008456137