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Strategies with minimal norm are optimal for expected utility maximization under high model ambiguity

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Carassus, Laurence, Wiesel, Johannes
Format:	Preprint
Publié:	2023
Sujets:	Optimization and Control Probability Mathematical Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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