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Xing, Hao and Žitković, Gordan (2018) A class of globally solvable Markovian quadratic BSDE systems and applications. Annals of Probability, 46 (1). pp. 491-550. ISSN 0091-1798
Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Žitković, Gordan
(2013)
Forward-convex convergence in probability of sequences of nonnegative random variables.
Proceedings of the American Mathematical Society, 141 (3).
pp. 919-929.
ISSN 0002-9939
Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Žitković, Gordan
(2011)
Stability of the utility maximization problem with random endowment in incomplete markets.
Mathematical Finance, 21 (2).
pp. 313-333.
ISSN 0960-1627