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Publication:2924360
zbMath1313.91141MaRDI QIDQ2924360
Juan Li, Weiyin Fei, Xueqin Shi, Li Yu
Publication date: 3 November 2014
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Malliavin calculushidden Markov modelspartial informationKnightian uncertainty\(\alpha\)-maxmin expected utility
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic calculus of variations and the Malliavin calculus (60H07) Portfolio theory (91G10)
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