Semistatic robust utility indifference valuation and robust integral functionals
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Publication:6523934
arXiv2402.18872MaRDI QIDQ6523934FDOQ6523934
Authors: Keita Owari
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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