Funder
National Natural Science Foundation of China
Subject
Economics and Econometrics,Finance
Reference37 articles.
1. Pricing and hedging derivative securities in markets with uncertain volatilities;Avellaneda;Applied Mathematical Finance,1995
2. A Dirichlet type problem for nonlinear degenerate elliptic equations arising in time-optimal stochastic control;Bardi;Advances in Mathematical Sciences and Applications,2000
3. The robust merton problem of an ambiguity averse investor;Biagini;Mathematics and Financial Economics,2017
4. Optimal gambling systems for favorable games;Breiman,1961
5. Survival and growth with a liability: optimal portfolio strategies in continuous time;Browne;Mathematics of Operations Research,1997