Optimal investment and consumption problems under correlation ambiguity (Q5125034)
From MaRDI portal
scientific article; zbMATH DE number 7254128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and consumption problems under correlation ambiguity |
scientific article; zbMATH DE number 7254128 |
Statements
Optimal investment and consumption problems under correlation ambiguity (English)
0 references
30 September 2020
0 references
correlation ambiguity
0 references
robust control
0 references
\(G\)-expectation
0 references
investment and consumption
0 references
