Utility maximization under g*-expectation

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JIANG, Yongxu, Peng LUO, Lihe WANG, Dewen XIONG, 2016. Utility maximization under g*-expectation. In: Stochastic Analysis and Applications. 34(4), pp. 644-661. ISSN 0736-2994. eISSN 1532-9356. Available under: doi: 10.1080/07362994.2016.1165121

@article{Jiang2016Utili-39906, title={Utility maximization under g*-expectation}, year={2016}, doi={10.1080/07362994.2016.1165121}, number={4}, volume={34}, issn={0736-2994}, journal={Stochastic Analysis and Applications}, pages={644--661}, author={Jiang, Yongxu and Luo, Peng and Wang, Lihe and Xiong, Dewen} }

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