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Solving replication problems in a complete market by orthogonal series expansion
Dong, Chaohua, (2013)
Dynamic optimal mean-variance portfolio selection with a 3/2 stochastic volatility
Zhang, Yumo, (2021)
Pricing and valuation under the real-world measure
Frahm, Gabriel, (2016)
On efficient portfolio selection using convex risk measures
Kountzakis, Christos E., (2011)
The 2-dimensional lattice-subspaces in finite-state finance
Kountzakis, Christos E., (2014)
Valuation of derivatives on the cost variables of the shipping market
Kountzakis, Christos E., (2017)