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	Robust utility maximization under model uncertainty via a penalization approach 期刊论文 Mathematics and Financial Economics,2022, 卷号: 16, 期号: 1, 页码: 51-88 作者: Guo, Ivan; Langrené, Nicolas; Loeper, Grégoire; Ning, Wei 收藏 \| 浏览/下载：14/0 \| 提交时间：2022/08/29 Differential games GANs HJBI equation Monte Carlo Robust portfolio optimization
	Portfolio optimization with a prescribed terminal wealth distribution 期刊论文 Quantitative Finance,2022, 卷号: 22, 期号: 2, 页码: 333-347 作者: Guo, Ivan; Langrené, Nicolas; Loeper, Grégoire; Ning, Wei 收藏 \| 浏览/下载：16/0 \| 提交时间：2022/08/29 Fokker–Planck HJB Optimal mass transport Portfolio allocation Wealth distribution target
	Hedging barrier options through a log-normal local stochastic volatility model 会议论文 Proceedings - 22nd International Congress on Modelling and Simulation, MODSIM 2017 作者: Ning，Wei; Lee，G.; Langrene，N. 收藏 \| 浏览/下载：10/0 \| 提交时间：2022/08/29 Barrier option Black-Scholes model Delta-Gamma hedging Hedging performance Log-Normal Local Stochastic Volatility model