Pages that link to "Item:Q6051347"

The following pages link to Robust utility maximization with nonlinear continuous semimartingales (Q6051347):

Displaying 12 items.

• Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
• Robust expected utility maximization with medial limits (Q1633590) (← links)
• Robust utility maximizing strategies under model uncertainty and their convergence (Q2120607) (← links)
• Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
• A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
• Functional analytic approaches to some stochastic optimization problems (Q2789349) (← links)
• Robust utility maximization without model compactness (Q2797753) (← links)
• Utility maximization under model uncertainty in discrete time (Q2799995) (← links)
• Portfolio optimization under nonlinear utility (Q2816959) (← links)
• Robust utility maximization with unbounded random endowment (Q3000047) (← links)
• ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES (Q4635032) (← links)
• Nonlinear semimartingales and Markov processes with jumps (Q6667648) (← links)