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Optimal portfolio, partial information and Malliavin calculus

✍ Scribed by Di Nunno, Giulia; Øksendal, Bernt

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Malliavin calculus applied to optimal co

✍ Menoukeu Pamen, Olivier; Meyer-Brandis, Thilo; Proske, Frank; Binti Salleh, Hass 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 286 KB

Optimal portfolio policies under bounded

✍ Jörn Sass; Ralf Wunderlich 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 717 KB

Optimal consumption and investment under

✍ Putschögl, Wolfgang ;Sass, Jörn 📂 Article 📅 2008 🏛 Springer ⚖ 529 KB

The Effect of Information Quality on Opt

✍ Frederik Lundtofte 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 371 KB

OPTIMAL CONSUMPTION AND PORTFOLIO DECISI

✍ Alain Bensoussan; Jussi Keppo; Suresh P. Sethi 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 205 KB

OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MO

✍ Johannes Leitner 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 160 KB