UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY IN DISCRETE TIME
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Publication:2799995
DOI10.1111/mafi.12068zbMath1378.91114arXiv1307.3597OpenAlexW2119417413MaRDI QIDQ2799995
Publication date: 14 April 2016
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.3597
Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Portfolio theory (91G10)
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