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Risk minimization in financial markets modeled by Itô-Lévy processes
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References

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  • 2001

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A dynamic maximum principle for the optimization of recursive utilities under constraints
155 cited

Cited by

  • 2016Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives33 cited
  • 2019Dynamic risk measure for BSVIE with jumps and semimartingale issues26 cited