A control approach to robust utility maximization with logarithmic utility and time-consistent penalties

Citation:

Hernández-Hernández, Daniel , and Alexander Schied. “A control approach to robust utility maximization with logarithmic utility and time-consistent penalties”. Stochastic Process. Appl. 117 (2007): 980–1000.

Download Citation

• DOI
• BibTex
• Tagged
• XML