Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Reference33 articles.
1. Ansel, J.-P., Stricker, C.: Lois de martingale, densités et décomposition de Föllmer–Schweizer. Ann. Inst. Henri Poincaré 28, 375–392 (1992)
2. Lecture Notes in Mathematics;J.-P. Ansel,1993
3. Avellaneda, M., Levy, A., Parás, A.: Pricing and hedging derivative securities in markets with uncertain volatilities. Appl. Math. Finance 2, 73–88 (1995)
4. Bayraktar, E., Kravitz, R.: Stability of exponential utility maximization with respect to market perturbations. In: Stochastic Processes and Their Applications, vol. 123, pp. 1671–1690 (2013)
5. Biagini, S., Frittelli, M.: A unified framework for utility maximization problems: an Orlicz space approach. Ann. Appl. Probab. 18, 929–966 (2008)
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献