Pages that link to "Item:Q2049550"
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The following pages link to Duality theory for robust utility maximisation (Q2049550):
Displaying 10 items.
- Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
- Robust utility maximization with unbounded random endowment (Q3000047) (← links)
- Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
- Model Uncertainty: A Reverse Approach (Q5868802) (← 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)
- Markov decision processes under model uncertainty (Q6146671) (← links)
- Minimax identity with robust utility functional for a nonconcave utility (Q6157627) (← links)
- Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)
- Nonlinear semimartingales and Markov processes with jumps (Q6667648) (← links)
