Pages that link to "Item:Q354194"

The following pages link to Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194):

Displaying 18 items.

• Stability of utility maximization in nonequivalent markets (Q287676) (← links)
• Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
• Robust utility maximisation in markets with transaction costs (Q1999599) (← links)
• Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
• Duality theory for robust utility maximisation (Q2049550) (← links)
• Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty (Q2094856) (← links)
• Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
• Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
• Reduced-form framework under model uncertainty (Q2330468) (← links)
• Reduced-form framework for multiple ordered default times under model uncertainty (Q2680389) (← links)
• UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY IN DISCRETE TIME (Q2799995) (← links)
• Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions (Q2800366) (← links)
• Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities (Q2820186) (← links)
• ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES (Q4635032) (← links)
• ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL (Q5247421) (← links)
• Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
• Markov decision processes under model uncertainty (Q6146671) (← links)
• A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)