Use the retrieval of volatility method to find the initial value of the optimal portfolio for maximizing the expected log utility of terminal wealth E log(Xx,(T)) , in the Black Scholes model, with any parameters you wish to choose Compare to the exact analytic solution derived in chapter 4

Question: Use the retrieval of volatility method to find the initial value of the optimal portfolio for maximizing the expected log-utility of terminal wealth E[log(Xx,(T))], in

Use the retrieval of volatility method to find the initial value of the optimal for maximizing the expected log-utility of terminal wealth E[log(Xx,π(T))], in the Black-Scholes model, with any parameters you wish to choose. Compare to the exact analytic solution derived in chapter 4.

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