"Optimal Investment under Model Uncertainty in Nondominated Models."

Laurent Denis, Magali Kervarec (2013)

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DOI: 10.1137/100782528

access: closed

type: Journal Article

metadata version: 2020-07-09

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Laurent Denis, Magali Kervarec:
Optimal Investment under Model Uncertainty in Nondominated Models. SIAM J. Control. Optim. 51(3): 1803-1822 (2013)

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