Dynamic robust duality in utility maximization (Q519879): Difference between revisions
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Revision as of 15:54, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic robust duality in utility maximization |
scientific article |
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Dynamic robust duality in utility maximization (English)
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31 March 2017
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robust portfolio optimization
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stochastic maximum principle
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backward stochastic differential equation
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robust duality
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dynamic duality method
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Itô-Lévy market
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