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Robust worst-case optimal investment |
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| Authors: | Sascha Desmettre Ralf Korn Peter Ruckdeschel Frank Thomas Seifried |
| Affiliation: | 1. Department of Financial Mathematics, Fraunhofer Institute for Industrial Mathematics, Fraunhofer-Platz 1, 67663?, Kaiserslautern, Germany 2. Department of Mathematics, University of Kaiserslautern, Erwin-Schr?dinger-Stra?e, 67663?, Kaiserslautern, Germany |
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