Robust utility maximization for a diffusion market model with misspecified coefficients
Revaz Tevzadze; Teimuraz Toronjadze; Tamaz Uzunashvili
| Year of publication: |
2013
|
|---|---|
| Authors: | Tevzadze, Revaz ; Toronjadze, Teimuraz ; Uzunashvili, Tamaz |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 17.2013, 3, p. 535-563
|
| Subject: | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Eigeninteresse | Self-interest |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009756023