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"Robust utility maximization for a diffusion market model with misspecified ..."

Revaz Tevzadze, Teimuraz Toronjadze, Tamaz Uzunashvili (2013)

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DOI: 10.1007/S00780-012-0199-7

access: open

type: Journal Article

metadata version: 2020-07-22

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Revaz Tevzadze, Teimuraz Toronjadze, Tamaz Uzunashvili:
Robust utility maximization for a diffusion market model with misspecified coefficients. Finance Stochastics 17(3): 535-563 (2013)

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