Utility maximization problem in the case of unbounded endowment
R. V. Khasanov

This publication is cited in the following articles:

1. A. A. Farvazova, “Dual robust utility maximization problem”, Moscow University Mathematics Bulletin, 77:4 (2022), 176–182        
2. Bayraktar E., Yu X., “Optimal Investment With Random Endowments and Transaction Costs: Duality Theory and Shadow Prices”, Math. Financ. Econ., 13:2 (2019), 253–286        
3. A. A. Gushchin, R. V. Khasanov, I. S. Morozov, “Some functional analytic tools for utility maximization”, Springer Optimization and Its Applications, 90 (2014), 267–285    
4. R. V. Khasanov, “On the upper hedging price of contingent claims”, Theory Probab. Appl., 57:4 (2013), 607–618