Robust Utility Maximization in Terms of Supermartingale Measures

被引：0
|
作者：
A. A. Farvazova
机构：
[1] Chair of Probability Theory,
[2] Faculty of Mechanics and Mathematics,undefined
[3] Lomonosov Moscow State University,undefined
来源：
Moscow University Mathematics Bulletin | 2022年 / 77卷
关键词：
utility maximization; robust utility; supermartingale measure;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：20 / 26
页数：6
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