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"A Machine Learning Approach to Adaptive Robust Utility Maximization and ..."

Tao Chen, Michael Ludkovski (2021)

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DOI: 10.1137/20M1336023

access: closed

type: Journal Article

metadata version: 2022-08-02

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  - https://dblp.org/rec/journals/siamfm/ChenL21a
Tao Chen, Michael Ludkovski:
A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging. SIAM J. Financial Math. 12(3): 1226-1256 (2021)

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