Portfolio optimization under model uncertainty and BSDE games (Q2866379): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2160392227 / rank | |||
Normal rank | |||
Revision as of 21:27, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization under model uncertainty and BSDE games |
scientific article |
Statements
Portfolio optimization under model uncertainty and BSDE games (English)
0 references
13 December 2013
0 references
model uncertainty
0 references
portfolio optimization
0 references
exponential utility
0 references
BSDEe
0 references
stochastic differential games
0 references
Itō-Lévy processes
0 references
