Robust utility maximization in discrete-time markets with friction (Q4563374)
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scientific article; zbMATH DE number 6879705
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| default for all languages | No label defined |
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| English | Robust utility maximization in discrete-time markets with friction |
scientific article; zbMATH DE number 6879705 |
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Robust Utility Maximization in Discrete-Time Markets with Friction (English)
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1 June 2018
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robust optimization
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utility maximization
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financial markets with friction
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0.8646687269210815
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0.8477568626403809
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0.8187767863273621
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0.8100188374519348
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0.8085353374481201
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