Utility maximization with intermediate consumption under restricted information for jump market models
Claudia Ceci
| Year of publication: |
2012
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|---|---|
| Authors: | Ceci, Claudia |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 15.2012, 6, p. 1-34
|
| Subject: | Utility maximization | filtering | backward stochastic differential equations | jump processes | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Analysis | Mathematical analysis | Hedging |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009672596