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JOURNALS
// Teoriya Veroyatnostei i ee Primeneniya
// Archive
Teor. Veroyatnost. i Primenen.,
2016
Volume 61,
Issue 1,
Pages
26–52
(Mi tvp5042)
This article is cited in
2
papers
Expected utility maximisation for exponential Levy models with option and information processes
L. Yu. Vostrikova
Département de Mathématiques, Université d'Angers
Received:
30.03.2015
DOI:
10.4213/tvp5042
Fulltext:
PDF file (349 kB)
References
Cited by
English version:
Theory of Probability and its Applications, 2017,
61
:1,
107–128
Bibliographic databases:
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Steklov Math. Inst. of RAS
, 2026