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Portfolio optimization in incomplete financial markets
Schachermayer, Walter, (2004)
Continuity of utility maximization under weak convergence
Bayraktar, Erhan, (2020)
Facelifting in utility maximization
Larsen, Kasper, (2016)
Mean-variance hedging for partially observed drift processes
Pham, Huyên, (2001)
Explicit solution to an irreversible investement model with a stochastic production capacity
Pham, Huyên, (2006)
A large deviations approach to optimal long term investment
Pham, Huyên, (2003)