A. A. Farvazova

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Dual problem of robust utility maximization
Moscow University Mathematics Bulletin
2022-12-07Paper
Robust utility maximization in terms of supermartingale measures
Moscow University Mathematics Bulletin
2022-09-14Paper
On a property of the Fenchel transform
Chebyshevskii sbornik
2022-03-29Paper


Research outcomes over time


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