Robust utility maximization for complete and incomplete market models
Year of publication: |
2005
|
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Authors: | Gundel, Anne |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 9.2005, 2, p. 151-176
|
Subject: | Eigeninteresse | Self-interest | Robustes Verfahren | Robust statistics | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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