Palmowski Z. Stettner L. Sulima A., “Optimal Portfolio Selection in An Ito-Markov Additive Market”, Risks, 7:1 (2019), 34
Kreps D., “Black-Scholes-Merton Model as An Idealization of Discrete-Time Economies”, Black-Scholes-Merton Model as An Idealization of Discrete-Time Economies, Econometric Society Monographs, Cambridge Univ Press, 2019, 1–203
Pal S., “Exponentially Concave Functions and High Dimensional Stochastic Portfolio Theory”, Stoch. Process. Their Appl., 129:9 (2019), 3116–3128
David M. Kreps, W. Schachermayer, “Asymptotic Synthesis of Contingent Claims in a Sequence of Discrete-Time Markets”, SSRN Journal, 2019
Mostovyi O., “Utility Maximization in a Large Market”, Math. Financ., 28:1 (2018), 106–118
Robertson S., Spiliopoulos K., “Indifference Pricing For Contingent Claims: Large Deviations Effects”, Math. Financ., 28:1 (2018), 335–371
Roch A., “Asymptotic Asset Pricing and Bubbles”, Math. Financ. Econ., 12:2 (2018), 275–304
Rasonyi M., “On Utility Maximization Without Passing By the Dual Problem”, Stochastics, 90:7 (2018), 955–971
Dániel Ágoston Bálint, Martin Schweizer, “Large Financial Markets, Discounting, and No Asymptotic Arbitrage”, SSRN Journal, 2018
Huy N. Chau, Wolfgang J. Runggaldier, Peter Tankov, “Arbitrage and utility maximization in market models with an insider”, Math Finan Econ, 12:4 (2018), 589