Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain
| Year of publication: |
2004
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|---|---|
| Authors: | Sass, Jörn ; Haussmann, Ulrich G. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 8.2004, 4, p. 553-578
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