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~institution:"Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät"
~language:"eng"
~person:"Hautsch, Nikolaus"
~person:"Schied, Alexander"
~subject:"convex duality"
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convex duality
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convex risk measure
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Hautsch, Nikolaus
Schied, Alexander
Daniel Hernandez–Hernandez
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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A Control Approach to Robust Utility Maximization with Logarithmic Utility and Time-Consistent Penalties
Daniel Hernandez–Hernandez
;
Schied, Alexander
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2006
demonstrated in examples. 1 Introduction One of the fundamental problems in mathematical finance and mathematical
economics
is the …
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