Worst-Case Optimal Investment in Incomplete Markets

MaRDI QIDQ6459677zbMATH OpenFDO

Authors Sascha Desmettre, Sebastian Merkel, Alexander Steinicke

Publication date 16 November 2023

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Stochastic games, stochastic differential games (91A15) Stochastic models in economics (91B70) Optimal stochastic control (93E20)

This page was built for publication: Worst-Case Optimal Investment in Incomplete Markets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6459677)