Pages that link to "Item:Q354194"
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The following pages link to Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194):
Displaying 27 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)
- Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
- Robust Utility Maximization in Discrete-Time Markets with Friction (Q4563374) (← links)
- ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION (Q4595295) (← links)
- ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES (Q4635032) (← links)
- Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences (Q5085847) (← links)
- Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
- Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← 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)
- Optimal investment and consumption with forward preferences and uncertain parameters (Q6543812) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- Robust long-term growth rate of expected utility for leveraged ETFs (Q6655912) (← links)
