Robust utility maximization with nonlinear continuous semimartingales (Q6051347)
From MaRDI portal
scientific article; zbMATH DE number 7740225
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust utility maximization with nonlinear continuous semimartingales |
scientific article; zbMATH DE number 7740225 |
Statements
Robust utility maximization with nonlinear continuous semimartingales (English)
0 references
20 September 2023
0 references
robust utility maximization
0 references
robust market price of risk
0 references
duality theory
0 references
nonlinear continuous semimartingales
0 references
semimartingale characteristics
0 references
Knightian uncertainty
0 references
0 references
0 references
0 references
0 references
0 references
