"Dynamically consistent investment under model uncertainty: the robust ..."

Sigrid Källblad, Jan Oblój, Thaleia Zariphopoulou (2018)

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DOI: 10.1007/S00780-018-0368-4

access: open

type: Journal Article

metadata version: 2023-06-26

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Sigrid Källblad, Jan Oblój, Thaleia Zariphopoulou:
Dynamically consistent investment under model uncertainty: the robust forward criteria. Finance Stochastics 22(4): 879-918 (2018)

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