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~person:"Matoussi, Anis"
~source:"econis"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
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Matoussi, Anis
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3
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International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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Optimal stochastic control problem under model uncertainty with nonentropy penalty
Faidi, Wahid
;
Matoussi, Anis
;
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011686954
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2
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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