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Title: A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging
Award ID(s):
1821240
PAR ID:
10376631
Author(s) / Creator(s):
;
Date Published:
Journal Name:
SIAM Journal on Financial Mathematics
Volume:
12
Issue:
3
ISSN:
1945-497X
Page Range / eLocation ID:
1226 to 1256
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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