Reference health
Minimal Hellinger martingale measures of order q
24/24 checkable references clean · checked 2026-07-25
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.
4 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.
The 24 checked references that resolve
resolves10.1086/250059
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.1111/j.1467-9965.2005.00229.x
MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS
resolves10.1007/s007800100052
Minimax and minimal distance martingale measures and their relationship to portfolio optimization
resolves10.1137/S0040585X97977355
On Martingale Measures for Stochastic Processes with Independent Increments
resolves10.2307/2525655
Optimal Investment and Consumption Strategies Under Risk, an Uncertain Lifetime, and Insurance
resolves10.1214/aoap/1029962818
The asymptotic elasticity of utility functions and optimal investment in incomplete markets
resolves10.1016/0304-405X(75)90004-5
Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model
resolves10.1080/07362999508809418
On the minimal martingale measure and the möllmer-schweizer decomposition
resolves10.1080/03461230110106327
Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
The 4 references without a DOI — listed, not checked
no DOI — not checkedAnsel, J.P., Stricker, C.: Lois de martingales, densités et décomposition de Föllmer–Schweizer. Ann. Inst. H. Poincaré 28, 375–392 (1992)
no DOI — not checkedFöllmer, H., Schweizer, M.: Hedging of contingent claims under incomplete information. In: Davis, M.H.A., Elliott, R.J. (eds.) Applied Stochastic Monographs, vol. 5, pp. 389–414. Gordon and Breach, New York (1991)
no DOI — not checkedHenderson, V., Hobson, D.: Horizon-unbiased utility functions. Preprint, Bath University and Princeton University (2006). http://www2.warwick.ac.uk/fac/sci/statistics/staff/academic/hobson/
no DOI — not checkedSłomiński, L.: On existence, uniqueness and stability of solutions of multidimensional SDEs with reflecting boundary conditions. Ann. Inst. H. Poincaré Probab. Stat. 29, 163–198 (1993)
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