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Semistatic robust utility indifference valuation and robust integral functionals

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Publication:6523934
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arXiv2402.18872MaRDI QIDQ6523934FDOQ6523934


Authors: Keita Owari Edit this on Wikidata








Mathematics Subject Classification ID

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







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