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~subject:"Cox-process observations"
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Expected Log-Utility Maximization Under Incomplete Information and with
Cox-Process
Observations
Fujimoto, Kazufumi
;
Nagai, Hideo
;
Runggaldier, Wolfgang
- In:
Asia-Pacific Financial Markets
21
(
2014
)
1
,
pp. 35-66
rebalanced only at random times corresponding to a
Cox
process
where the intensity is driven by the unobserved Markovian factor …
Persistent link: https://www.econbiz.de/10010989078
Saved in:
2
Expected log-utility maximization under incomplete information and with
Cox-process
observations
Fujimoto, Kazufumi
;
Nagai, Hideo
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 35-66
Persistent link: https://www.econbiz.de/10010358462
Saved in:
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