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Robust utility maximization in terms of supermartingale measures - MaRDI portal

Robust utility maximization in terms of supermartingale measures (Q2674656)

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Robust utility maximization in terms of supermartingale measures
scientific article

    Statements

    title
    Robust utility maximization in terms of supermartingale measures (English)
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    author
    A. A. Farvazova
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    publication date
    14 September 2022
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    zbMATH Keywords
    utility maximization
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    robust utility
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    supermartingale measure
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    Identifiers

    zbMATH DE Number
    7584498
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