The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model
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Publication:6556099
Cites work
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Cited in
(4)- Evaluating uncertainty with vertical barrier models
- Choquet-Wasserstein pseudo-distances via optimal transport under partially specified marginal probabilities
- The law of iterated expectation and imprecise probabilities
- Behavioral dynamic portfolio selection with S-shaped utility and epsilon-contaminations
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