Robust utility maximization for a diffusion market model with misspecified coefficients

Finance and Stochastics - Tập 17 Số 3 - Trang 535-563 - 2013
Revaz Tevzadze1, T. Toronjadze1, T. Uzunashvili1
1Business School, Georgian American University, 8 Merab Aleksidze Street, Tbilisi, 0160, Georgia

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