Pages that link to "Item:Q5097217"
From MaRDI portal
The following pages link to Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217):
Displaying 5 items.
- Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
- Optimal job switching and retirement decision (Q2700416) (← links)
- Robust utility maximization with nonlinear continuous semimartingales (Q6051347) (← links)
- Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
- Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)
