Covello, D.; Santacroce, M. Power utility maximization under partial information: some convergence results. (English) Zbl 1195.91143 Stochastic Processes Appl. 120, No. 10, 2016-2036 (2010). MSC: 91G10 60H30 90C39 91B16 PDFBibTeX XMLCite \textit{D. Covello} and \textit{M. Santacroce}, Stochastic Processes Appl. 120, No. 10, 2016--2036 (2010; Zbl 1195.91143) Full Text: DOI
Bender, Christian; Niethammer, Christina R. On \(q\)-optimal martingale measures in exponential Lévy models. (English) Zbl 1164.91009 Finance Stoch. 12, No. 3, 381-410 (2008). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B28 60H10 60G51 60J75 PDFBibTeX XMLCite \textit{C. Bender} and \textit{C. R. Niethammer}, Finance Stoch. 12, No. 3, 381--410 (2008; Zbl 1164.91009) Full Text: DOI
Kohlmann, Michael; Xiong, Dewen The minimal entropy and the convergence of the \(p\)-optimal martingale measures in a general jump model. (English) Zbl 1153.60001 Stochastic Anal. Appl. 26, No. 5, 941-977 (2008). Reviewer: Gong Guanglu (Beijing) MSC: 60-02 60H30 91B28 60G44 PDFBibTeX XMLCite \textit{M. Kohlmann} and \textit{D. Xiong}, Stochastic Anal. Appl. 26, No. 5, 941--977 (2008; Zbl 1153.60001) Full Text: DOI
Niethammer, Christina R. On convergence to the exponential utility problem with jumps. (English) Zbl 1132.91478 Stochastic Anal. Appl. 26, No. 1, 169-196 (2008). MSC: 91B28 60H10 91B16 60G51 60J75 PDFBibTeX XMLCite \textit{C. R. Niethammer}, Stochastic Anal. Appl. 26, No. 1, 169--196 (2008; Zbl 1132.91478) Full Text: DOI
Kohlmann, Michael; Niethammer, Christina R. On convergence to the exponential utility problem. (English) Zbl 1221.91027 Stochastic Processes Appl. 117, No. 12, 1813-1834 (2007). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B16 60H10 60G48 91G10 PDFBibTeX XMLCite \textit{M. Kohlmann} and \textit{C. R. Niethammer}, Stochastic Processes Appl. 117, No. 12, 1813--1834 (2007; Zbl 1221.91027) Full Text: DOI