Every reference with a DOI in the deposited reference list resolved to a known
work in Crossref or DataCite at the dated check, and none carried a retraction,
withdrawal, or removal notice.
12 without a DOI — not checked. A reference
deposited without a DOI is never matched by title or guessed at; it stays outside the checked
set, and this line discloses that.
Martingale and Duality Methods for Utility Maximization in an Incomplete Market
The 12 references without a DOI — listed, not checked
no DOI — not checkedJ.P. Ansel, C. Stricker: Lois de martingale, densités et décomposition de Föllmer-Schweizer, (1991). A paraître dans les Annales de l'Institut Henri Poincaré.
no DOI — not checkedJ.P. Ansel, C. Stricker: Simulation des actifs contingents. A paraître.
no DOI — not checkedD.B. Colwell, R.J. Elliot: Martingale Representation and non attainable Contingent claims. A paraître.
no DOI — not checkedF. Delbaen: Representing Martingale Measures when Asset Prices are Continuous and Bounded. A paraître.
no DOI — not checkedC. Dellacherie, P.A. Meyer: Probabilités et potentiel. Chapitres V à VIII. Théorie des Martingales. Hermann (1980).
no DOI — not checkedH. Föllmer, M. Schweizer: Hedging of Contingent claims under Incomplete Information. Applied Stochastic Analysis, Stochastics Monographs, vol. 5, 389–414, Gorden and Breach (1991).
no DOI — not checkedN. Hofmann, E. Platen, M. Schweizer: Option Pricing under Incompleteness and Stochastic Volatility. A paraître.
no DOI — not checkedI. Karatzas, J.P. Lehoczky, S.E. Shreve: Retractation of equivalent martingale measures and optimal market completions.
no DOI — not checkedN. El Karoui, M.C. Quenez: Programmation Dynamique et Evaluation des actifs Contingents en Marché Incomplet. Preprint, Université Paris VI (1991).
no DOI — not checkedD. Lépingle: Orthogonalité et intégrabilité uniforme de martingales discrètes. A paraître dans le Séminaire de Probabilités XXVI.
no DOI — not checkedM. Schweizer: Martingale Densities for General Asset Prices, SFB 303 discussion paper no B-194, Université de Bonn (à paraître dans Journal of Mathematical Economics).
no DOI — not checkedC. Yoeurp: Décomposition des martingales locales et formules exponentielles. Séminaire de Probabilités X, Lect. Notes Math., 511, 342–480, Springer (1976).
What this badge says. CiteStamped means the CHECKABLE references of this
work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-09-03 — re-checked daily as this page is visited;
titles and statuses come from Crossref and DataCite and are not part of the signed record
Both snippets point at the live badge image and link back to this page. The
badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.