"Optimizing the terminal wealth under partial information: The drift ..."

Jörn Sass, Ulrich G. Haussmann (2004)

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DOI: 10.1007/S00780-004-0132-9

access: closed

type: Journal Article

metadata version: 2020-07-22

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Jörn Sass, Ulrich G. Haussmann:
Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain. Finance Stochastics 8(4): 553-577 (2004)

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