ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES (Q4635032)
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scientific article; zbMATH DE number 6859718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES |
scientific article; zbMATH DE number 6859718 |
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ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES (English)
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13 April 2018
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utility maximization
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Knightian uncertainty
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nonlinear Lévy process
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