Robust utility maximization of terminal wealth with drift and volatility uncertainty (Q5860818)
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scientific article; zbMATH DE number 7432195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust utility maximization of terminal wealth with drift and volatility uncertainty |
scientific article; zbMATH DE number 7432195 |
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Robust utility maximization of terminal wealth with drift and volatility uncertainty (English)
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23 November 2021
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Knightian uncertainty
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mathematical finance
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optimal control
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