Robust utility maximization in terms of supermartingale measures (Q2674656)
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scientific article; zbMATH DE number 7584498
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| English | Robust utility maximization in terms of supermartingale measures |
scientific article; zbMATH DE number 7584498 |
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Robust utility maximization in terms of supermartingale measures (English)
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14 September 2022
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utility maximization
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robust utility
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supermartingale measure
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0.834596574306488
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0.8315005302429199
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0.8221467137336731
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0.8182298541069031
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0.7994281053543091
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