Multiple-priors optimal investment in discrete time for unbounded utility function

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Publication:1661573


DOI10.1214/17-AAP1346zbMath1411.91484arXiv1609.09205OpenAlexW3123586465WikidataQ129738619 ScholiaQ129738619MaRDI QIDQ1661573

Romain Blanchard, Laurence Carassus

Publication date: 16 August 2018

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.09205



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