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Maximum principle for robust utility optimization via Tsallis relative entropy

Fuente: arXiv

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Bibliographic Details
Main Authors:	Huang, Xueying, Luo, Peng, Tian, Dejian
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance 93E20, 60J60, 35B50
Online Access:	Acceder al recurso
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