Optimal Investment under Model Uncertainty in Nondominated Models (Q2848566)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment under Model Uncertainty in Nondominated Models |
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Optimal Investment under Model Uncertainty in Nondominated Models (English)
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26 September 2013
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robust utility maximization
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semi-martingales
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duality theory
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uncertain volatility model
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nondominated model
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capacity
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