✦ LIBER ✦

Exponential utility maximization under partial information

✍ Scribed by Michael Mania; Marina Santacroce

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Utility Maximization with Convex Constra

✍ Jörn Sass 📂 Article 📅 2007 🏛 Springer Netherlands 🌐 English ⚖ 414 KB

Utility maximization with partial inform

✍ Lihua Bai; Junyi Guo 📂 Article 📅 2007 🏛 Higher Education Press and Springer 🌐 English ⚖ 185 KB

Backward stochastic partial differential

✍ M. Mania; R. Tevzadze 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 593 KB

Utility maximization under increasing ri

✍ Patrick Cheridito; Christopher Summer 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 163 KB

Utility maximization on the real line un

✍ Bruno Bouchard 📂 Article 📅 2002 🏛 Springer-Verlag 🌐 English ⚖ 187 KB

Power Utility Maximization in an Exponen

✍ Qing Zhou 📂 Article 📅 2005 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 161 KB