部分信息下条件对数高斯模型的最优消费-投资

{"title":"部分信息下条件对数高斯模型的最优消费-投资","authors":"H. Nagai","doi":"10.3934/puqr.2023005","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":42330,"journal":{"name":"Probability Uncertainty and Quantitative Risk","volume":"58 1","pages":""},"PeriodicalIF":1.0000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Optimal consumption–investment under partial information in conditionally log-Gaussian models\",\"authors\":\"H. Nagai\",\"doi\":\"10.3934/puqr.2023005\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":42330,\"journal\":{\"name\":\"Probability Uncertainty and Quantitative Risk\",\"volume\":\"58 1\",\"pages\":\"\"},\"PeriodicalIF\":1.0000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Probability Uncertainty and Quantitative Risk\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.3934/puqr.2023005\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability Uncertainty and Quantitative Risk","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.3934/puqr.2023005","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}