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Duality theory for robust utility maximisation

Crossref DOI link: https://doi.org/10.1007/s00780-021-00455-6

Published Online: 2021-06-14

Published Print: 2021-07

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Bartl, Daniel

Kupper, Michael

Neufeld, Ariel
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Text and Data Mining valid from 2021-06-14

Version of Record valid from 2021-06-14
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Article History

Received: 17 July 2020

Accepted: 1 March 2021

First Online: 14 June 2021