ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL (Q5247421): Difference between revisions

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-Anis Matoussi
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+Pricing Via Utility Maximization and Entropy
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+Robust control and model misspecification
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+Utility maximization in incomplete markets
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+Random \(G\)-expectations
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+Consumption-Investment Models with Constraints
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