Pages that link to "Item:Q2882299"
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The following pages link to Dual characterization of the value function in the robust utility maximization problem (Q2882299):
Displaying 8 items.
- Dynamic robust duality in utility maximization (Q519879) (← links)
- Duality theory for robust utility maximisation (Q2049550) (← links)
- Dual problem of robust utility maximization (Q2104401) (← links)
- Characterization of the value process in robust efficient hedging (Q2247915) (← links)
- Robust utility maximization for complete and incomplete markets (Q2488473) (← links)
- Robust utility maximization in terms of supermartingale measures (Q2674656) (← links)
- Some Functional Analytic Tools for Utility Maximization (Q2946096) (← links)
- Minimax identity with robust utility functional for a nonconcave utility (Q6157627) (← links)