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Cited article:

A stochastic programming model for dynamic portfolio management with financial derivatives

Diana Barro, Giorgio Consigli and Vivek Varun
Journal of Banking & Finance 140 106445 (2022)

Limit theorems for prices of options written on semi-Markov processes

E. Scalas and B. Toaldo
Theory of Probability and Mathematical Statistics 105 3 (2021)

Filtration Shrinkage, the Structure of Deflators, and Failure of Market Completeness

Constantinos Kardaras and Johannes Ruf
SSRN Electronic Journal (2019)