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Teoriya Veroyatnostei i ee Primeneniya, 2016, Volume 61, Issue 1, Pages 26–52
DOI: https://doi.org/10.4213/tvp5042 (Mi tvp5042) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Expected utility maximisation for exponential Levy models with option and information processes

L. Yu. Vostrikova

Département de Mathématiques, Université d'Angers
Full-text PDF (349 kB) Citations (2)
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DOI: https://doi.org/10.4213/tvp5042
Funding agency Grant number
Agence Nationale de la Recherche ANR-09-BLAN-0084-01
Received: 30.03.2015
English version:
Theory of Probability and its Applications, 2017, Volume 61, Issue 1, Pages 107–128
DOI: https://doi.org/10.1137/S0040585X97T987983
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: L. Yu. Vostrikova, “Expected utility maximisation for exponential Levy models with option and information processes”, Teor. Veroyatnost. i Primenen., 61:1 (2016), 26–52; Theory Probab. Appl., 61:1 (2017), 107–128
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v61/i1/p26
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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