DESMETTRE, SASCHA; KORN, RALF; SEIFRIED, FRANK THOMAS - In: International Journal of Theoretical and Applied … 18 (2015) 01, pp. 1550004-1
characterized as the indifference strategy that achieves the best performance in the no-crash scenario. In addition, we find a dual … characterization of the optimal strategy as the indifference strategy that minimizes the crash exposure. Finally, we quantify the …
