Exponential utility maximization under model uncertainty for unbounded endowments (Q670752): Difference between revisions
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Revision as of 11:15, 17 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential utility maximization under model uncertainty for unbounded endowments |
scientific article |
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Exponential utility maximization under model uncertainty for unbounded endowments (English)
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20 March 2019
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utility maximization
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robust finance
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duality
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dynamic programming
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