76 citations to 10.1111/1467-9965.t01-1-02002 (Crossref Cited-By Service)
  1. Tsukasa Fujiwara, “From the Minimal Entropy Martingale Measures to the Optimal Strategies for the Exponential Utility Maximization: the Case of Geometric Lévy Processes”, Asia-Pacific Finan Markets, 11, № 4, 2004, 367  crossref
  2. Jeremy Staum, 15, Financial Engineering, 2007, 511  crossref
  3. Michael Monoyios, “Malliavin Calculus Method for Asymptotic Expansion of Dual Control Problems”, SIAM J. Finan. Math., 4, № 1, 2013, 884  crossref
  4. Kim Weston, “Stability of utility maximization in nonequivalent markets”, Finance Stoch, 20, № 2, 2016, 511  crossref
  5. Keita Owari, “On admissible strategies in robust utility maximization”, Math Finan Econ, 6, № 2, 2012, 77  crossref
  6. Beatrice Acciaio, “Absolutely continuous optimal martingale measures”, Statistics & Decisions, 23, № 2/2005, 2005  crossref
  7. Claudia Ceci, Anna Gerardi, “Utility-based hedging and pricing with a nontraded asset for jump processes”, Nonlinear Analysis: Theory, Methods & Applications, 71, № 12, 2009, e1952  crossref
  8. Dirk Becherer, “Utility–indifference hedging and valuation via reaction–diffusion systems”, Proc. R. Soc. Lond. A, 460, № 2041, 2004, 27  crossref
  9. Tim Leung, Ronnie Sircar, “Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation”, SIAM J. Control Optim., 48, № 3, 2009, 1422  crossref
  10. Miklós Rásonyi, “Maximizing expected utility in the Arbitrage Pricing Model”, Journal of Mathematical Analysis and Applications, 454, № 1, 2017, 127  crossref
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