Dynamic Robust Duality in Utility Maximization

Applied Mathematics & Optimization 2017 / 2 Vol. 75; Iss. 1

Dynamic Robust Duality in Utility Maximization

Øksendal, Bernt, Sulem, Agnès
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Volume:
75
Language:
english
Journal:
Applied Mathematics & Optimization
DOI:
10.1007/s00245-016-9329-5
Date:
February, 2017
File:
PDF, 635 KB
english, 2017
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