On admissible strategies in robust utility maximization (Q1938976)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On admissible strategies in robust utility maximization |
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On admissible strategies in robust utility maximization (English)
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26 February 2013
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robust utility maximization
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convex duality
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supermartingale
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martingale measures
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