Ivanov Mikhail Yurevich

Publications in Math-Net.Ru

1. On the connection between the power and logarithmic utility maximization problems in an exponential Lévy model
   
   Teor. Veroyatnost. i Primenen., 59:4 (2014),  781–790
2. Logarithmic utility maximization in an exponential Lévy model
   
   Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2014, no. 6,  16–24