Robust utility maximization for a diffusion market model...

Finance and Stochastics 2013 / 07 Vol. 17; Iss. 3

Robust utility maximization for a diffusion market model with misspecified coefficients

Revaz Tevzadze, Teimuraz Toronjadze, Tamaz Uzunashvili
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Volume:
17
Language:
english
DOI:
10.1007/s00780-012-0199-7
Date:
July, 2013
File:
PDF, 878 KB
english, 2013
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