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A Robust Version of Convex Int...
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Semistatic robust utility indifference valuation and robust integral functionals
Owari, Keita
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2024
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This Version: 29.02.2024
Persistent link: https://www.econbiz.de/10015164498
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A note on utility maximization with unbounded random endowment
Owari, Keita
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 89-103
Persistent link: https://www.econbiz.de/10009237747
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On the Lebesgue property of monotone convex functions
Owari, Keita
- In:
Mathematics and financial economics
8
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2014
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2
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pp. 159-167
Persistent link: https://www.econbiz.de/10010341763
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Robust exponential hedging and indifference valuation
Owari, Keita
- In:
International journal of theoretical and applied finance
13
(
2010
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7
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pp. 1075-1101
Persistent link: https://www.econbiz.de/10008906207
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Robust exponential hedging and indifference valuation
Owari, Keita
(
contributor
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2008
Persistent link: https://www.econbiz.de/10003785246
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Robust exponential hedging in a Brownian setting
Owari, Keita
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2009
Persistent link: https://www.econbiz.de/10003939988
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A note on utility maximization with unbounded random endowment
Owari, Keita
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2009
Persistent link: https://www.econbiz.de/10003940089
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8
On admissible strategies in robust utility maximization
Owari, Keita
- In:
Mathematics and financial economics
6
(
2012
)
2
,
pp. 77-92
Persistent link: https://www.econbiz.de/10009580938
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9
Robust utility maximization with unbounded random endowment
Owari, Keita
- In:
Advances in mathematical economics
14
(
2011
),
pp. 147-181
Persistent link: https://www.econbiz.de/10008798044
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