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Items where Author is "Biagini, S."

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Biagini, S. & Černý, A. ORCID: 0000-0001-5583-6516 (2019). Convex duality and Orlicz spaces in expected utility maximization. Mathematical Finance, 30(1), pp. 85-127. doi: 10.1111/mafi.12209

Biagini, S. & Černý, A. (2011). Admissible strategies in semimartingale portfolio selection. SIAM Journal on Control and Optimization, 49(1), pp. 42-72. doi: 10.1137/090774458

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