Articles citing this article
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This article has been cited by the following article(s):
A stochastic programming model for dynamic portfolio management with financial derivativesDiana Barro, Giorgio Consigli and Vivek Varun
Journal of Banking & Finance 140 106445 (2022)
Limit theorems for prices of options written on semi-Markov processesE. Scalas and B. Toaldo
Theory of Probability and Mathematical Statistics 105 3 (2021)
Filtration Shrinkage, the Structure of Deflators, and Failure of Market CompletenessConstantinos Kardaras and Johannes Ruf
SSRN Electronic Journal (2019)