Expected Power-Utility Maximization Under Incomplete...

Applied Mathematics & Optimization 2013 / 02 Vol. 67; Iss. 1

Expected Power-Utility Maximization Under Incomplete Information and with Cox-Process Observations

Fujimoto, Kazufumi, Nagai, Hideo, Runggaldier, Wolfgang J.
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Volume:
67
Language:
english
Journal:
Applied Mathematics & Optimization
DOI:
10.1007/s00245-012-9180-2
Date:
February, 2013
File:
PDF, 1.07 MB
english, 2013
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