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Portfolio optimization in incomplete financial markets
Schachermayer, Walter, (2004)
An introduction to utility maximization with partial observation
Lefèvre, David, (2002)
Relaxed utility maximization in complete markets
Biagini, Sara, (2011)
Mean-variance hedging for partially observed drift processes
Pham, Huyên, (2001)
A large deviations approach to optimal long term investment
Pham, Huyên, (2003)
Some applications and methods of large deviations in finance and insurance
Pham, Huyên, (2007)