"Robust Utility Maximization without Model Compactness."

Julio D. Backhoff Veraguas, Joaquín Fontbona (2016)

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DOI: 10.1137/140985718

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type: Journal Article

metadata version: 2023-09-30

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Julio D. Backhoff Veraguas, Joaquín Fontbona:
Robust Utility Maximization without Model Compactness. SIAM J. Financial Math. 7(1): 70-103 (2016)

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