Work

A Stochastic Control Approach to a Robust Utility Maximization Problem

Year: 2007

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-540-70847-6_6

Authors: Giuliana Bordigoni, Anis Matoussi, Martin Schweizer

Institutions: Politecnico di Milano, Le Mans Université, ETH Zurich

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Eidgenössische Technische Hochschule Zürich

OpenAlex ID: W206991483

FWCI: 4.657

Cites: 22

Cited by: 73

Related to: 10