An expansion in the model space in the context of utility maximization
Larsen, Kasper, Mostovyi, Oleksii, Žitković, Gordan
Published in Finance and stochastics (01.04.2018)
Published in Finance and stochastics (01.04.2018)
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Journal Article
Stability of utility-maximization in incomplete markets
Larsen, Kasper, Žitković, Gordan
Published in Stochastic processes and their applications (01.11.2007)
Published in Stochastic processes and their applications (01.11.2007)
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Journal Article
Conference Proceeding
Facelifting in utility maximization
Larsen, Kasper, Soner, Halil Mete, Žitković, Gordan
Published in Finance and stochastics (01.01.2016)
Published in Finance and stochastics (01.01.2016)
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Journal Article
Maturity-Independent Risk Measures
Zariphopoulou, Thaleia, Žitković, Gordan
Published in SIAM journal on financial mathematics (01.01.2010)
Published in SIAM journal on financial mathematics (01.01.2010)
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Journal Article
Conditional Davis pricing
Larsen, Kasper, Soner, Halil Mete, Žitković, Gordan
Published in Finance and stochastics (01.07.2020)
Published in Finance and stochastics (01.07.2020)
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Journal Article