具有条件独立增量的模型中的效用最大化
Utility maximization in models with conditionally independent increments
摘要：
研究了具有随机因素的模型中终端财富的期望效用最大化问题。利用鞅方法和条件论证，在资产价格增量与因子过程条件无关的假设下，确定了电力效用的最优策略.
英文摘要：
We consider the problem of maximizing expected utility from terminal wealth in models with stochastic factors. Using martingale methods and a conditioning argument, we determine the optimal strategy for power utility under the assumption that the increments of the asset price are independent conditionally on the factor process.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
