ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES (Q4635032)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES |
scientific article; zbMATH DE number 6859718
Language | Label | Description | Also known as |
---|---|---|---|
English | ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES |
scientific article; zbMATH DE number 6859718 |
Statements
ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES (English)
0 references
13 April 2018
0 references
utility maximization
0 references
Knightian uncertainty
0 references
nonlinear Lévy process
0 references