# Terminal Wealth Optimization with Power and Log Utility

Terminal Wealth Optimization with Power and Log Utility

This Demonstration shows the optimal solution to the problem of maximizing the expected utility from terminal wealth. You can choose between power utility and logarithmic utility. It is assumed that there are only two assets in the market, a riskless bond and a stock that follows a geometric Brownian motion (Black–Scholes model). Additionally, you can choose to introduce simple jumps to the stock model. The jumps are given by a compound Poisson process.