Robust utility maximization with Lévy processes

Ariel Neufeld, Marcel Nutz

Year of publication:	2018
Authors:	Neufeld, Ariel ; Nutz, Marcel
Subject:	utility maximization \| Knightian uncertainty \| nonlinear Lévy process \| Stochastischer Prozess \| Stochastic process \| Optionspreistheorie \| Option pricing theory \| Portfolio-Management \| Portfolio selection \| Erwartungsnutzen \| Expected utility \| Nutzen \| Utility \| Eigeninteresse \| Self-interest

Online Resource

More access options

doi.org

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1111/mafi.12139 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011969154