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~person:"Kupper, Michael"
~person:"Dumas, Audrey"
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Kupper, Michael
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Duality theory for robust utility maximisation
Bartl, Daniel
;
Kupper, Michael
;
Neufeld, Ariel
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 469-503
Persistent link: https://www.econbiz.de/10012585983
Saved in:
2
Directional distance functions and social welfare : some axiomatic and dual properties
Briec, Walter
;
Dumas, Audrey
;
Mekki, Ayman
- In:
Mathematical social sciences
113
(
2021
),
pp. 181-190
Persistent link: https://www.econbiz.de/10013275534
Saved in:
3
Duality for pathwise superhedging in continuous time
Bartl, Daniel
;
Kupper, Michael
;
Prömel, David Johannes
; …
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 697-728
Persistent link: https://www.econbiz.de/10012023763
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