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The opportunity process for optimal consumption and investment with power utility
Nutz, Marcel - In: Mathematics and financial economics 3 (2010) 3/4, pp. 139-159
Persistent link: https://www.econbiz.de/10008659799
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Utility maximization under model uncertainty in discrete time
Nutz, Marcel - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 252-268
Persistent link: https://www.econbiz.de/10011577139
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Robust utility maximization with Lévy processes
Neufeld, Ariel; Nutz, Marcel - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 82-105
Persistent link: https://www.econbiz.de/10011969154