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Duality theory
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Robust
utility
maximization with nonlinear continuous semimartingales
Criens, David
;
Niemann, Lars
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 499-536
Persistent link: https://www.econbiz.de/10014381096
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2
Duality theory for
robust
utility
maximisation
Bartl, Daniel
;
Kupper, Michael
;
Neufeld, Ariel
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 469-503
Persistent link: https://www.econbiz.de/10012585983
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