Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 0960-1627 |
| Author | Matoussi, Anis, Possamaï, Dylan, Zhou, Chao |
| Maintainer | CCSD |
| Last Updated | May 7, 2026, 19:15 (UTC) |
| Created | May 7, 2026, 19:15 (UTC) |
| Identifier | hal-00919124 |
| Language | en |
| contributor | Centre de Mathématiques Appliquées de l'Ecole polytechnique (CMAP) ; Institut National de Recherche en Informatique et en Automatique (Inria)-École polytechnique (X) ; Institut Polytechnique de Paris (IP Paris)-Institut Polytechnique de Paris (IP Paris)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Matoussi, Anis |
| date | 2015-05-07T00:00:00 |
| harvest_object_id | 8b88a20c-3c6e-4e11-aebf-a3d724c34ba5 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-02-14T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/arxiv/1201.0769 |
| set_spec | type:ART |