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Backward stochastic differential equation
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Exponential utility maximization under partial information
Mania, Michael
;
Santacroce, Marina
- In:
Finance and Stochastics
14
(
2010
)
3
,
pp. 419-448
Persistent link: https://www.econbiz.de/10008456137
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2
Exponential Utility Maximization under Partial Information
Mania, Michael
;
Santacroce, Marina
-
International Centre for Economic Research (ICER)
-
2008
We consider the
exponential
utility
maximization
problem
under partial information. The underlying asset price process …
Persistent link: https://www.econbiz.de/10004972508
Saved in:
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