Simple strategies in exponential utility maximization
Séminaire de probabilités, Tome 36 (2002), pp. 415-418 
@article{SPS_2002__36__415_0,
     author = {Stricker, Christophe},
     title = {Simple strategies in exponential utility maximization},
     journal = {S\'eminaire de probabilit\'es},
     pages = {415--418},
     year = {2002},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {36},
     mrnumber = {1971602},
     zbl = {1036.60038},
     language = {en},
     url = {https://www.numdam.org/item/SPS_2002__36__415_0/}
}
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Stricker, Christophe. Simple strategies in exponential utility maximization. Séminaire de probabilités, Tome 36 (2002), pp. 415-418. https://www.numdam.org/item/SPS_2002__36__415_0/

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