Stochastic Control of Optimized Certainty Equivalents
- Award ID(s):
- 2143861
- PAR ID:
- 10417116
- Date Published:
- Journal Name:
- SIAM Journal on Financial Mathematics
- Volume:
- 13
- Issue:
- 3
- ISSN:
- 1945-497X
- Page Range / eLocation ID:
- 745 to 772
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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