Consumption-investment problem with pathwise ambiguity under logarithmic utility (Q2323332)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consumption-investment problem with pathwise ambiguity under logarithmic utility |
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Consumption-investment problem with pathwise ambiguity under logarithmic utility (English)
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30 August 2019
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consumption-investment problem
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deterministic-to-stochastic paradigm
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càdlàg confidence path
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worst-case model
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saddle point
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