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Gordan Zitkovic

Gordan Zitkovic

University of Texas Austin - Austin / United States
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1676326
University of Texas at Austin
person_outline Gordan Zitkovic's MOST POPULAR ARTICLES
1-) Optimal consumption from investment and random endowment in incomplete semimartingale markets The Annals of Probability 31 (4), 1821-1858, 2003
2-) A class of globally solvable Markovian quadratic BSDE systems and applications
3-) Optimal investment with an unbounded random endowment and utility‐based pricing Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009
4-) A dual characterization of self-generation and exponential forward performances
5-) Stability of utility-maximization in incomplete markets Stochastic Processes and their Applications 117 (11), 1642-1662, 2007