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Indifference Strategies and Viscosity Solutions in Worst-Case Portfolio Optimization

Indifference Strategies and Viscosity Solutions in Worst-Case Portfolio Optimization

via HackernoonTech Roasts1mo ago

Explore the connection between indifference BSDEs and PDEs in financial modeling. Learn how viscosity solutions and stochastic volatility models like Heston and Bates define worst-case optimal trading strategies.

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