Robust utility maximization for a diffusion market model with misspecified coefficients
| Year of publication: |
2013
|
|---|---|
| Authors: | Tevzadze, Revaz ; Toronjadze, Teimuraz ; Uzunashvili, Tamaz |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 17.2013, 3, p. 535-563
|