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The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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  • 2001The numeraire portfolio for unbounded semimartingales142 cited
  • 2002On the minimal entropy martingale measure123 cited
  • 2002On the optimal portfolio for the exponential utility maximization: remarks to the six‐author paper

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123 cited
  • 2013Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs122 cited