Semistatic robust utility indifference valuation and robust integral functionals

zbMatharXiv:2402.18872MaRDI QIDQ6523934

Keita Owari

Publication date: 1 January 1

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Banach spaces of continuous, differentiable or analytic functions (46E15) Spaces of measures (46E27)

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