• Corpus ID: 254043569

Ergodic robust maximization of asymptotic growth under stochastic volatility

@inproceedings{Itkin2022ErgodicRM,
  title={Ergodic robust maximization of asymptotic growth under stochastic volatility},
  author={David Itkin and Benedikt Koch and Martin Larsson and Josef Teichmann},
  year={2022}
}
, 
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