77 citations to 10.1111/1467-9965.t01-1-02002 (Crossref Cited-By Service)
  1. Jan Kallsen, Thorsten Rheinländer, “Asymptotic utility-based pricing and hedging for exponential utility”, Statistics & Decisions, 28, № 1, 2011, 17  crossref
  2. Sara Biagini, Aleš Černý, “Admissible Strategies in Semimartingale Portfolio Selection”, SIAM J. Control Optim., 49, № 1, 2011, 42  crossref
  3. Sara Biagini, Marco Frittelli, “The supermartingale property of the optimal wealth process for general semimartingales”, Finance Stoch, 11, № 2, 2007, 253  crossref
  4. Christina R. Niethammer, “On Convergence to the Exponential Utility Problem with Jumps”, Stochastic Analysis and Applications, 26, № 1, 2007, 169  crossref
  5. Susanne Klöppel, Martin Schweizer, “Dynamic utility-based good deal bounds”, Statistics & Decisions, 25, № 4/2007, 2007  crossref
  6. Hao Xing, “STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES”, Mathematical Finance, 27, № 1, 2017, 38  crossref
  7. Dirk Becherer, “Rational hedging and valuation of integrated risks under constant absolute risk aversion”, Insurance: Mathematics and Economics, 33, № 1, 2003, 1  crossref
  8. Andrii Andrusiv, Hans-Jürgen Engelbert, “On the minimal entropy martingale measure for Lévy processes”, Stochastics, 92, № 8, 2020, 1223  crossref
  9. Tahir Choulli, Christophe Stricker, “Comparing the minimal Hellinger martingale measure of order q to the q-optimal martingale measure”, Stochastic Processes and their Applications, 119, № 4, 2009, 1368  crossref
  10. Freddy Delbaen, Peter Grandits, Thorsten Rheinländer, Dominick Samperi, Martin Schweizer, Christophe Stricker, “Exponential Hedging and Entropic Penalties”, Mathematical Finance, 12, № 2, 2002, 99  crossref
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