Pages that link to "Item:Q2372460"
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The following pages link to A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460):
Displayed 7 items.
- Vector majorization and a robust option replacement trading strategy (Q931422) (← links)
- Robust optimal control for a consumption-investment problem (Q2482684) (← links)
- ROBUST EXPONENTIAL HEDGING AND INDIFFERENCE VALUATION (Q3067765) (← links)
- EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity (Q3396376) (← links)
- Risk minimizing portfolios and HJBI equations for stochastic differential games (Q3518568) (← links)
- Robust optimization of consumption with random endowment (Q3541204) (← links)