Robust utility maximization for a diffusion market model with misspecified coefficients

Author: Tevzadze Revaz   Toronjadze Teimuraz   Uzunashvili Tamaz  

Publisher: Springer Publishing Company

ISSN: 0949-2984

Source: Finance and Stochastics, Vol.17, Iss.3, 2013-07, pp. : 535-563

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