Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences (Q5085847)
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scientific article; zbMATH DE number 7550695
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences |
scientific article; zbMATH DE number 7550695 |
Statements
Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences (English)
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30 June 2022
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ambiguity
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backward stochastic differential equations
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martingale characterization
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robust utility maximization
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nonlinear expectations
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