Gordan \v{Z}itkovi\'c
Identifiers
- name variant Gordan \v{Z}itkovi\'c 0.60 · backfill
Papers (6)
- Conditional Davis Pricing q-fin.MF · 2017 · author #3
- A class of globally solvable Markovian quadratic BSDE systems and applications math.PR · 2016 · author #2
- Incomplete stochastic equilibria for dynamic monetary utility math.PR · 2015 · author #3
- An expansion in the model space in the context of utility maximization q-fin.PM · 2014 · author #3
- On utility maximization under convex portfolio constraints q-fin.PM · 2011 · author #2
- A dual characterization of self-generation and exponential forward performances q-fin.CP · 2008 · author #1
Mentions
Frequent Coauthors
- Kasper Larsen 3 shared papers
- Hao Xing 2 shared papers
- Constantinos Kardaras 1 shared papers
- Halil Mete Soner 1 shared papers
- Oleksii Mostovyi 1 shared papers