Work

PDE Approach to Utility Maximization for Market Models with Hidden Markov Factors

Year: 2007

Type: book-chapter

Source: Progress in probability

DOI: 10.1007/978-3-7643-8458-6_27

Authors: Hideo Nagai, Wolfgang J. Runggaldier

Institutions: The University of Osaka, University of Padua

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W60424742

FWCI: 5.418

Cites: 24

Cited by: 37

Related to: 10