Robust utility maximization in terms of supermartingale measures (Q2674656): Difference between revisions

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+Stochastic finance. An introduction in discrete time
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+On an Extension of the Notion of<i>f</i>-Divergence
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+Dual Characterization of the Value Function in the Robust Utility Maximization Problem
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Q4938954
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+Optional decompositions under constraints
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+On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes
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+A filtered version of the bipolar theorem of Brannath and Schachermayer
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