Robust utility maximization of terminal wealth with drift and volatility uncertainty
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Publication:5860818
DOI10.1080/02331934.2020.1774586zbMath1475.91333arXiv1909.05335OpenAlexW3033697854MaRDI QIDQ5860818
Publication date: 23 November 2021
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.05335
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