Characterization of the Minimal Penalty of a Convex Risk Measure with Applications to Robust Utility Maximization for Lévy Models
Crossref DOI link: https://doi.org/10.1007/978-3-319-77643-9_4
Published Online: 2018-06-27
Published Print: 2018
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hernández-Hernández, Daniel
Pérez-Hernández, Leonel
License valid from 2018-01-01