ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Mathematical Finance
سال: 2013
ISSN: 0960-1627
DOI: 10.1111/mafi.12031