Optimal portfolio, partial information and Malliavin calculus

Author: Di Nunno Giulia   Øksendal Bernt  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.81, Iss.3-4, 2009-06, pp. : 303-322

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Abstract