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Gordan \v{Z}itkovi\'c

Identifiers

  • name variant Gordan \v{Z}itkovi\'c 0.60 · backfill

Papers (6)

  1. Conditional Davis Pricing q-fin.MF · 2017 · author #3
  2. A class of globally solvable Markovian quadratic BSDE systems and applications math.PR · 2016 · author #2
  3. Incomplete stochastic equilibria for dynamic monetary utility math.PR · 2015 · author #3
  4. An expansion in the model space in the context of utility maximization q-fin.PM · 2014 · author #3
  5. On utility maximization under convex portfolio constraints q-fin.PM · 2011 · author #2
  6. A dual characterization of self-generation and exponential forward performances q-fin.CP · 2008 · author #1

Mentions

  • 1102.0346 #2 · backfill · confidence 0.70 Gordan \v{Z}itkovi\'c
  • 0809.0739 #1 · backfill · confidence 0.70 Gordan \v{Z}itkovi\'c

Frequent Coauthors