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	Robust utility maximization under model uncertainty via a penalization approach Journal article Mathematics and Financial Economics,2022, volume: 16, issue: 1, pages: 51-88 Authors: Guo, Ivan; Langrené, Nicolas; Loeper, Grégoire; Ning, Wei Favorite \| View/Download：6/0 \| Submit date：2022/08/29 Differential games GANs HJBI equation Monte Carlo Robust portfolio optimization
	Portfolio optimization with a prescribed terminal wealth distribution Journal article Quantitative Finance,2022, volume: 22, issue: 2, pages: 333-347 Authors: Guo, Ivan; Langrené, Nicolas; Loeper, Grégoire; Ning, Wei Favorite \| View/Download：6/0 \| Submit date：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 Conference paper Proceedings - 22nd International Congress on Modelling and Simulation, MODSIM 2017 Authors: Ning，Wei; Lee，G.; Langrene，N. Favorite \| View/Download：0/0 \| Submit date：2022/08/29 Barrier option Black-Scholes model Delta-Gamma hedging Hedging performance Log-Normal Local Stochastic Volatility model