Optimizing the terminal wealth under partial information : the drift process as a continuous time markov chain
Jörn Sass; Ulrich G. Haussmann
| Year of publication: |
2004
|
|---|---|
| Authors: | Sass, Jörn ; Haussmann, Ulrich G. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 8.2004, 4, p. 553-577
|
| Subject: | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002261492