Optimal investment and consumption problems under correlation ambiguity (Q5125034): Difference between revisions
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scientific article; zbMATH DE number 7254128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and consumption problems under correlation ambiguity |
scientific article; zbMATH DE number 7254128 |
Statements
Optimal investment and consumption problems under correlation ambiguity (English)
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30 September 2020
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correlation ambiguity
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robust control
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\(G\)-expectation
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investment and consumption
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