Pages that link to "Item:Q6054387"
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The following pages link to Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387):
Displaying 4 items.
- Nonparametric Adaptive Robust Control under Model Uncertainty (Q6049374) (← links)
- The insider trading problem in a jump-binomial model (Q6067797) (← links)
- Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance (Q6109914) (← links)
- Markov decision processes under model uncertainty (Q6146671) (← links)