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~isPartOf:"CESifo working papers"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Zhou, Chao"
~subject:"Risk"
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Robust utility maximization in nondominated models with 2BSDE : the uncertain volatility model
Matoussi, Anis
;
Possamaï, Dylan
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 258-287
Persistent link: https://www.econbiz.de/10011350647
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