Exponential utility maximization under model uncertainty for unbounded endowments (Q670752)
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scientific article; zbMATH DE number 7039133
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| default for all languages | No label defined |
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| English | Exponential utility maximization under model uncertainty for unbounded endowments |
scientific article; zbMATH DE number 7039133 |
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Exponential utility maximization under model uncertainty for unbounded endowments (English)
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20 March 2019
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utility maximization
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robust finance
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duality
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dynamic programming
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0.8438633680343628
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0.8431176543235779
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0.8349649906158447
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0.8330086469650269
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0.8261048197746277
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