A risk-sensitive stochastic control approach to an optimal investment problem with partial information

✍ Scribed by Hiroaki Hata; Yasunari Iida

• Publisher: Springer-Verlag
• Year: 2006
• Tongue: English
• Weight: 333 KB
• Volume: 10
• Category: Article
• ISSN: 0949-2984
• DOI: 10.1007/s00780-006-0010-8