Robust expected utility maximization with medial limits


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BARTL, Daniel, Patrick CHERIDITO, Michael KUPPER, 2019. Robust expected utility maximization with medial limits. In: Journal of Mathematical Analysis and Applications. 471(1-2), pp. 752-775. ISSN 0022-247X. eISSN 1096-0813. Available under: doi: 10.1016/j.jmaa.2018.11.012

@article{Bartl2019-03Robus-44441, title={Robust expected utility maximization with medial limits}, year={2019}, doi={10.1016/j.jmaa.2018.11.012}, number={1-2}, volume={471}, issn={0022-247X}, journal={Journal of Mathematical Analysis and Applications}, pages={752--775}, author={Bartl, Daniel and Cheridito, Patrick and Kupper, Michael} }

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