Hernández-Hernández, Daniel; Schied, Alexander - 2006
SFB 649 Discussion Paper 2006-061
A Control Approach to
Robust Utility
Maximization with
Logarithmic Utility and
Time-Consistent Penalties
Daniel Hernández–Hernández*
Alexander Schied**
* Centro de Investigación en Matemáticas, Guanajuato, Mexico
**...
