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

页码：20 / 26

页数：6

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