Robust utility maximization of terminal wealth with drift and volatility uncertainty
type: Item
instance of: scholarly article
title: Robust utility maximization of terminal wealth with drift and volatility uncertainty
zbMATH Open document ID: 1475.91333
DOI: 10.1080/02331934.2020.1774586
author: Kerem Uğurlu
published in: Optimization
publication date: 2021-11-23T00:00:00Z
full work available at URL: https://arxiv.org/abs/1909.05335
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7432195
zbMATH Keywords: Knightian uncertainty
zbMATH Keywords: mathematical finance
zbMATH Keywords: optimal control
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W3033697854
arXiv ID: 1909.05335
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description: scientific article; zbMATH DE number 7432195