Gordan Zitkovic

According to our database, Gordan Zitkovic authored at least 9 papers between 2006 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs.

Joe Jackson, Gordan Zitkovic

SIAM J. Control. Optim., 2022

2018

An expansion in the model space in the context of utility maximization.

Kasper Larsen, Oleksii Mostovyi, Gordan Zitkovic

Finance Stochastics, 2018

2017

Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem.

Jiexian Li, Gordan Zitkovic

SIAM J. Control. Optim., 2017

2016

Facelifting in utility maximization.

Kasper Larsen, Halil Mete Soner, Gordan Zitkovic

Finance Stochastics, 2016

2014

Dynamic Programming for Controlled Markov Families: Abstractly and over Martingale Measures.

Gordan Zitkovic

SIAM J. Control. Optim., 2014

2013

Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs.

Jin Hyuk Choi, Mihai Sîrbu, Gordan Zitkovic

SIAM J. Control. Optim., 2013

2012

An example of a stochastic equilibrium with incomplete markets.

Gordan Zitkovic

Finance Stochastics, 2012

2010

Maturity-Independent Risk Measures.

Thaleia Zariphopoulou, Gordan Zitkovic

SIAM J. Financial Math., 2010

2006

Financial equilibria in the semimartingale setting: Complete markets and markets with withdrawal constraints.

Gordan Zitkovic

Finance Stochastics, 2006