Luciano Campi, “Mean-Variance Hedging in Large Financial Markets”, Stochastic Analysis and Applications, 27, № 6, 2009, 1129
M. De Donno, P. Guasoni, M. Pratelli, “Super-replication and utility maximization in large financial markets”, Stochastic Processes and their Applications, 115, № 12, 2005, 2006
Holger Kraft, Mogens Steffensen, “How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach”, SSRN Journal, 2005
Oleksii Mostovyi, “UTILITY MAXIMIZATION IN A LARGE MARKET”, Mathematical Finance, 28, № 1, 2018, 106
T. Choulli, T. Hurd, “The Role of Hellinger Processes in Mathematical Finance”, Entropy, 3, № 3, 2001, 150
FATMA HABA, ANTOINE JACQUIER, “ASYMPTOTIC ARBITRAGE IN THE HESTON MODEL”, Int. J. Theor. Appl. Finan., 18, № 08, 2015, 1550055
D. Á. Bálint, M. Schweizer, “Large Financial Markets, Discounting, and No Asymptotic Arbitrage”, Theory Probab. Appl., 65, № 2, 2020, 191
Constantinos Kardaras, “Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance”, Ann. Appl. Probab., 34, № 3, 2024
Oleksii Mostovyi, Pietro Siorpaes, “Pricing of contingent claims in large markets”, Finance Stoch, 2024