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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 81, 2009 - Issue 3-4: Stochastic Analysis
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Original Articles

Optimal portfolio, partial information and Malliavin calculus

Giulia Di Nunno Department of Mathematics, Centre of Mathematics for Applications (CMA), University of Oslo, P.O. Box 1053, Blindern, N-0316, Oslo, NorwayCorrespondence[email protected]
&
Bernt Øksendal Department of Mathematics, Centre of Mathematics for Applications (CMA), University of Oslo, P.O. Box 1053, Blindern, N-0316, Oslo, Norway; Norwegian School of Economics and Business Administration, Helleveien 30, N-5045, Bergen, NorwayView further author information
Pages 303-322 | Received 16 Jul 2008, Accepted 08 Feb 2009, Published online: 23 Jul 2009

References

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