Articles citing this article

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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)
https://doi.org/10.1016/j.jbankfin.2022.106445

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)
https://doi.org/10.1090/tpms/1153

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

Constantinos Kardaras and Johannes Ruf
SSRN Electronic Journal (2019)
https://doi.org/10.2139/ssrn.3502510