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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


 English version:
Theory of Probability and its Applications, 2017, 61:1, 107–128

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© Steklov Math. Inst. of RAS, 2026