Luciano Campi, “Mean-Variance Hedging in Large Financial Markets”, Stochastic Analysis and Applications, 27, no. 6, 2009, 1129
M. De Donno, P. Guasoni, M. Pratelli, “Super-replication and utility maximization in large financial markets”, Stochastic Processes and their Applications, 115, no. 12, 2005, 2006
Holger Kraft, Mogens Steffensen, “How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach”, SSRN Journal, 2005
Oleksii Mostovyi, “UTILITY MAXIMIZATION IN A LARGE MARKET”, Mathematical Finance, 28, no. 1, 2018, 106
T. Choulli, T. Hurd, “The Role of Hellinger Processes in Mathematical Finance”, Entropy, 3, no. 3, 2001, 150
FATMA HABA, ANTOINE JACQUIER, “ASYMPTOTIC ARBITRAGE IN THE HESTON MODEL”, Int. J. Theor. Appl. Finan., 18, no. 08, 2015, 1550055
D. Á. Bálint, M. Schweizer, “Large Financial Markets, Discounting, and No Asymptotic Arbitrage”, Theory Probab. Appl., 65, no. 2, 2020, 191
Constantinos Kardaras, “Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance”, Ann. Appl. Probab., 34, no. 3, 2024
Oleksii Mostovyi, Pietro Siorpaes, “Pricing of contingent claims in large markets”, Finance Stoch, 2024