Dynamic robust duality in utility maximization (Q519879): Difference between revisions

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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+Backward Stochastic Differential Equations in Finance
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+Dual Characterization of the Value Function in the Robust Utility Maximization Problem
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+BSDEs with jumps, optimization and applications to dynamic risk measures
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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