Borwein, Jonathan M.; Zhu, Qiji J. Entropy maximization in finance. (English) Zbl 1447.91155 Bailey, David H. (ed.) et al., From analysis to visualization. A celebration of the life and legacy of Jonathan M. Borwein, Callaghan, Australia, September 25–29, 2017. Cham: Springer. Springer Proc. Math. Stat. 313, 275-295 (2020). MSC: 91G10 91G80 60G44 94A17 PDFBibTeX XMLCite \textit{J. M. Borwein} and \textit{Q. J. Zhu}, Springer Proc. Math. Stat. 313, 275--295 (2020; Zbl 1447.91155) Full Text: DOI
Blanchard, Romain; Carassus, Laurence; Rásonyi, Miklós No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach. (English) Zbl 1417.91440 Math. Methods Oper. Res. 88, No. 2, 241-281 (2018). MSC: 91G10 93E20 91B16 PDFBibTeX XMLCite \textit{R. Blanchard} et al., Math. Methods Oper. Res. 88, No. 2, 241--281 (2018; Zbl 1417.91440) Full Text: DOI Link
Russo, Francesco; Viens, Frederi Gaussian and non-Gaussian processes of zero power variation. (English) Zbl 1333.60114 ESAIM, Probab. Stat. 19, 414-439 (2015). MSC: 60H05 60G15 60G44 60G48 60G07 PDFBibTeX XMLCite \textit{F. Russo} and \textit{F. Viens}, ESAIM, Probab. Stat. 19, 414--439 (2015; Zbl 1333.60114) Full Text: DOI arXiv
Farinelli, Simone Geometric arbitrage theory and market dynamics. (English) Zbl 1335.91119 J. Geom. Mech. 7, No. 4, 431-471 (2015). MSC: 91G80 58J65 60H30 60D05 91G99 91B24 PDFBibTeX XMLCite \textit{S. Farinelli}, J. Geom. Mech. 7, No. 4, 431--471 (2015; Zbl 1335.91119) Full Text: DOI arXiv
Hu, Yaozhong; Nualart, David; Song, Jian The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes. (English) Zbl 1306.60113 J. Theor. Probab. 27, No. 3, 789-825 (2014). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J65 60J55 60G22 60A10 PDFBibTeX XMLCite \textit{Y. Hu} et al., J. Theor. Probab. 27, No. 3, 789--825 (2014; Zbl 1306.60113) Full Text: DOI arXiv