Robust projections in the class of martingale measures (Q2505477)
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scientific article; zbMATH DE number 5057571
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| English | Robust projections in the class of martingale measures |
scientific article; zbMATH DE number 5057571 |
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Robust projections in the class of martingale measures (English)
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26 September 2006
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theory of optimal portfolio choice
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utility criterion
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mathematical analysis of financial risk
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0.8141084909439087
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0.771397590637207
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0.771397590637207
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0.7586115598678589
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