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Results: 3

Authors: BROADIE M CVITANIC J SONER HM
Citation: M. Broadie et al., OPTIMAL REPLICATION OF CONTINGENT CLAIMS UNDER PORTFOLIO CONSTRAINTS, The Review of financial studies, 11(1), 1998, pp. 59-79

Authors: CUOCO D CVITANIC J
Citation: D. Cuoco et J. Cvitanic, OPTIMAL CONSUMPTION CHOICES FOR A LARGE INVESTOR, Journal of economic dynamics & control, 22(3), 1998, pp. 401-436

Authors: CVITANIC J KARATZAS I
Citation: J. Cvitanic et I. Karatzas, BACKWARD STOCHASTIC DIFFERENTIAL-EQUATIONS WITH REFLECTION AND DYNKINGAMES, Annals of probability, 24(4), 1996, pp. 2024-2056
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