Citation: Biagini, Sara et Frittelli, Marco, A unified framework for utility maximization problems: An Orlicz space approach, Annals of applied probability , 18(3), 2008, pp. 929-966
Citation: Biagini, Sara et Frittelli, Marco, On the super replication price of unbounded claims, Annals of applied probability , 14(4), 2004, pp. 1970-1991