Gordan vZitkovi'c
Finance · 2008–2016
A researcher in the Science corpus: 2 papers; trusts 22 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 26 citations into it
- Economics and Econometrics — 14 citations into it
- Management Science and Operations Research — 10 citations into it
- Applied Mathematics — 8 citations into it
- Computational Theory and Mathematics — 7 citations into it
Whom Gordan vZitkovi'c trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Marco Frittelli
- Gordan Zitkovic
- Walter Schachermayer
- M. Kobylanski
- Revaz Tevzadze
- François Delarue
- Alain Bensoussan
- Freddy Delbaen
- Ioannis Karatzas
- Fabio Bellini
Papers from Gordan vZitkovi'c's perspective
Ordered by how strongly the researchers Gordan vZitkovi'c trusts endorse each paper. Same corpus, a different order for every researcher.
- Optimal investment in incomplete markets when wealth may become negative
- Exponential Hedging and Entropic Penalties
- On the Existence of Minimax Martingale Measures
- The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
- Backward stochastic differential equations and partial differential equations with quadratic growth
- Quadratic BSDEs with convex generators and unbounded terminal conditions
- Solvability of backward stochastic differential equations with quadratic growth
- Optimal consumption from investment and random endowment in incomplete semimartingale markets
- A financial market with interacting investors: does an equilibrium exist?
- Brownian Motion and Stochastic Calculus
Their papers
- A class of globally solvable Markovian quadratic BSDE systems and applications (2016) — 83 citations
- A dual characterization of self-generation and exponential forward performances (2008) — 51 citations