Oleksii Mostovyi
- Sensitivity analysis of the utility maximization problem with respect to\n model perturbations
2017/05/23 by Oleksii Mostovyi, Mostovyi, Oleksii, Mihai Ŝırbu +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #91G10 #93E20 #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications