77 citations to 10.1111/1467-9965.t01-1-02002 (Crossref Cited-By Service)
  1. B. Bouchard, N. Touzi, A. Zeghal, “Dual formulation of the utility maximization problem: The case of nonsmooth utility”, Ann. Appl. Probab., 14, № 2, 2004  crossref
  2. Aytaç İlhan, Ronnie Sircar, “OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS”, Mathematical Finance, 16, № 2, 2006, 359  crossref
  3. Martin Schweizer, Encyclopedia of Quantitative Finance, 2010  crossref
  4. Keita Owari, “A Note on Utility Maximization with Unbounded Random Endowment”, Asia-Pac Financ Markets, 18, № 1, 2011, 89  crossref
  5. Tahir Choulli, Christophe Stricker, “MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE”, Mathematical Finance, 16, № 1, 2006, 1  crossref
  6. Gordan Žitković, “A dual characterization of self-generation and exponential forward performances”, Ann. Appl. Probab., 19, № 6, 2009  crossref
  7. Christoph Kühn, “Pricing contingent claims in incomplete markets when the holder can choose among different payoffs”, Insurance: Mathematics and Economics, 31, № 2, 2002, 215  crossref
  8. Michael Mania, Martin Schweizer, “Dynamic exponential utility indifference valuation”, Ann. Appl. Probab., 15, № 3, 2005  crossref
  9. Tahir Choulli, Christophe Stricker, “MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS”, Mathematical Finance, 15, № 3, 2005, 465  crossref
  10. MIKLÓS RÁSONYI, “ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL”, Int. J. Theor. Appl. Finan., 19, № 07, 2016, 1650047  crossref
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