Geodesic
Expected utility maximisation for exponential Levy models with option and information processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 1, pp. 26-52

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     author = {L. Yu. Vostrikova},
     title = {Expected utility maximisation for exponential {Levy} models with option and information processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {26--52},
     publisher = {mathdoc},
     volume = {61},
     number = {1},
     year = {2016},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a2/}
}
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L. Yu. Vostrikova. Expected utility maximisation for exponential Levy models with option and information processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 1, pp. 26-52. http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a2/