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~isPartOf:"CARF working paper"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Takahashi, Akihiko"
~subject:"Control theory"
~subject:"Option pricing theory"
~subject:"stochastic optimal control"
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Takahashi, Akihiko
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CARF working paper
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014438131
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Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
Persistent link: https://www.econbiz.de/10012616241
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