{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,28]],"date-time":"2026-03-28T00:42:42Z","timestamp":1774658562660,"version":"3.50.1"},"reference-count":21,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2008,11,6]],"date-time":"2008-11-06T00:00:00Z","timestamp":1225929600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Finance Stoch"],"published-print":{"date-parts":[[2009,1]]},"DOI":"10.1007\/s00780-008-0079-3","type":"journal-article","created":{"date-parts":[[2008,11,5]],"date-time":"2008-11-05T16:51:31Z","timestamp":1225903891000},"page":"121-150","source":"Crossref","is-referenced-by-count":91,"title":["Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem"],"prefix":"10.1007","volume":"13","author":[{"given":"Marie-Am\u00e9lie","family":"Morlais","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2008,11,6]]},"reference":[{"key":"79_CR1","first-page":"375","volume":"28","author":"J.-P. Ansel","year":"1992","unstructured":"Ansel, J.-P., Stricker, C.: Lois de martingale, densit\u00e9s et d\u00e9composition de F\u00f6llmer\u2013Schweizer. Ann. Inst. H. Poincar\u00e9 Probab. Stat. 28, 375\u2013392 (1992)","journal-title":"Ann. Inst. H. Poincar\u00e9 Probab. Stat."},{"key":"79_CR2","doi-asserted-by":"crossref","first-page":"2027","DOI":"10.1214\/105051606000000475","volume":"16","author":"D. Becherer","year":"2006","unstructured":"Becherer, D.: Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging. Ann. Appl. Probab. 16, 2027\u20132054 (2006)","journal-title":"Ann. Appl. Probab."},{"key":"79_CR3","doi-asserted-by":"crossref","first-page":"493","DOI":"10.1007\/s00780-005-0163-x","volume":"9","author":"S. Biagini","year":"2005","unstructured":"Biagini, S., Frittelli, M.: Utility maximization in incomplete markets for unbounded processes. Finance Stoch. 9, 493\u2013517 (2005)","journal-title":"Finance Stoch."},{"key":"79_CR4","doi-asserted-by":"crossref","first-page":"604","DOI":"10.1007\/s00440-006-0497-0","volume":"136","author":"P. Briand","year":"2006","unstructured":"Briand, P., Hu, Y.: BSDE with quadratic growth and unbounded terminal value. Probab. Theory Relat. Fields 136, 604\u2013618 (2006)","journal-title":"Probab. Theory Relat. Fields"},{"key":"79_CR5","doi-asserted-by":"crossref","first-page":"101","DOI":"10.1214\/ECP.v5-1025","volume":"5","author":"P. Briand","year":"2000","unstructured":"Briand, P., Coquet, F., Hu, Y., M\u00e9min, J., Peng, S.: A converse comparison theorem for BSDEs and related properties of g-expectation. Electron. Commun. Probab. 5, 101\u2013117 (2000)","journal-title":"Electron. Commun. Probab."},{"key":"79_CR6","doi-asserted-by":"crossref","first-page":"33","DOI":"10.1016\/0022-0531(89)90067-7","volume":"49","author":"J.C. Cox","year":"1989","unstructured":"Cox, J.C., Huang, C.-F.: Optimal consumption and portfolio policies when asset prices follow a diffusion process. J. Econ. Theory 49, 33\u201383 (1989)","journal-title":"J. Econ. Theory"},{"key":"79_CR7","doi-asserted-by":"crossref","first-page":"926","DOI":"10.1214\/aoap\/1177004600","volume":"5","author":"F. Delbaen","year":"1995","unstructured":"Delbaen, F., Schachermayer, W.: The existence of absolutely continuous local martingale measures. Ann. Appl. Probab. 5, 926\u2013945 (1995)","journal-title":"Ann. Appl. Probab."},{"key":"79_CR8","series-title":"Pitman Res. Notes Math. Ser.","first-page":"27","volume-title":"Backward Stochastic Differential Equations","author":"N. El Karoui","year":"1997","unstructured":"El Karoui, N., Huang, S.-J.: A general result of existence and uniqueness of backward stochastic differential equations. In: El Karoui, N., Mazliak, L. (eds.) Backward Stochastic Differential Equations. Pitman Res. Notes Math. Ser., vol. 364, pp. 27\u201336. Longman, Harlow (1997)"},{"key":"79_CR9","doi-asserted-by":"crossref","first-page":"259","DOI":"10.1111\/1467-9965.00093","volume":"10","author":"N. El Karoui","year":"2000","unstructured":"El Karoui, N., Rouge, R.: Pricing via utility maximization and entropy. Math. Finance 10, 259\u2013276 (2000)","journal-title":"Math. Finance"},{"key":"79_CR10","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1111\/1467-9965.00022","volume":"7","author":"N. El Karoui","year":"1997","unstructured":"El Karoui, N., Peng, S., Quenez, M.C.: Backward stochastic differential equations in finance. Math. Finance 7, 1\u201371 (1997)","journal-title":"Math. Finance"},{"key":"79_CR11","doi-asserted-by":"crossref","first-page":"385","DOI":"10.1111\/1467-9965.00122","volume":"11","author":"D. Heath","year":"2001","unstructured":"Heath, D., Platen, E., Schweizer, M.: A comparison of two quadratic approaches to hedging in incomplete markets. Math. Finance 11, 385\u2013413 (2001)","journal-title":"Math. Finance"},{"key":"79_CR12","first-page":"223","volume":"8","author":"S.D. Hodges","year":"1989","unstructured":"Hodges, S.D., Neuberger, A.: Optimal replication of contingent claims under transaction costs. Rev. Futures Mark. 8, 223\u2013239 (1989)","journal-title":"Rev. Futures Mark."},{"key":"79_CR13","doi-asserted-by":"crossref","first-page":"1691","DOI":"10.1214\/105051605000000188","volume":"15","author":"Y. Hu","year":"2005","unstructured":"Hu, Y., Imkeller, P., M\u00fcller, M.: Utility maximization in incomplete markets. Ann. Appl. Probab. 15, 1691\u20131712 (2005)","journal-title":"Ann. Appl. Probab."},{"key":"79_CR14","series-title":"Lecture Notes in Math.","doi-asserted-by":"crossref","DOI":"10.1007\/BFb0073585","volume-title":"Continuous Exponential Martingales and BMO","author":"N. Kazamaki","year":"1994","unstructured":"Kazamaki, N.: Continuous Exponential Martingales and BMO. Lecture Notes in Math., vol. 1579. Springer, Berlin (1994)"},{"key":"79_CR15","doi-asserted-by":"crossref","first-page":"373","DOI":"10.1016\/0022-0531(71)90038-X","volume":"3","author":"R.C. Merton","year":"1971","unstructured":"Merton, R.C.: Optimum consumption and portfolio rules in a continuous-time model. J. Econ. Theory 3, 373\u2013413 (1971)","journal-title":"J. Econ. Theory"},{"key":"79_CR16","doi-asserted-by":"crossref","first-page":"558","DOI":"10.1214\/aop\/1019160253","volume":"28","author":"M. Kobylanski","year":"2000","unstructured":"Kobylanski, M.: Backward stochastic differential equations and partial differential equations with quadratic growth. Ann. Probab. 28, 558\u2013602 (2000)","journal-title":"Ann. Probab."},{"key":"79_CR17","doi-asserted-by":"crossref","first-page":"2113","DOI":"10.1214\/105051605000000395","volume":"15","author":"M. Mania","year":"2005","unstructured":"Mania, M., Schweizer, M.: Dynamic exponential utility indifference valuation. Ann. Appl. Probab. 15, 2113\u20132143 (2005)","journal-title":"Ann. Appl. Probab."},{"key":"79_CR18","doi-asserted-by":"crossref","first-page":"691","DOI":"10.1214\/aoap\/1026915621","volume":"12","author":"M.P. Owen","year":"2002","unstructured":"Owen, M.P.: Utility based optimal hedging in incomplete markets. Ann. Appl. Probab. 12, 691\u2013709 (2002)","journal-title":"Ann. Appl. Probab."},{"key":"79_CR19","doi-asserted-by":"crossref","first-page":"503","DOI":"10.1007\/978-94-011-4560-2_9","volume-title":"Nonlinear Analysis, Differential Equations and Control","author":"\u00c9. Pardoux","year":"1999","unstructured":"Pardoux, \u00c9.: BSDEs, weak convergence and homogenization of semilinear PDEs. In: Clarke, F.H., Stern, R.J. (eds.) Nonlinear Analysis, Differential Equations and Control, pp. 503\u2013549. Kluwer Academic, Dordrecht (1999)"},{"key":"79_CR20","series-title":"Lecture Notes in Math.","doi-asserted-by":"crossref","first-page":"255","DOI":"10.1007\/978-3-540-44644-6_5","volume-title":"Utility Maximization in Incomplete Markets","author":"W. Schachermayer","year":"2004","unstructured":"Schachermayer, W.: Utility Maximization in Incomplete Markets. Lecture Notes in Math., vol. 1856, pp. 255\u2013293. Springer, Berlin (2004)"},{"key":"79_CR21","doi-asserted-by":"crossref","first-page":"61","DOI":"10.1007\/PL00000040","volume":"5","author":"T. Zariphopoulou","year":"2001","unstructured":"Zariphopoulou, T.: A solution approach to valuation with unhedgeable risk. Finance Stoch. 5, 61\u201382 (2001)","journal-title":"Finance Stoch."}],"container-title":["Finance and Stochastics"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00780-008-0079-3.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s00780-008-0079-3\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00780-008-0079-3","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,29]],"date-time":"2019-05-29T02:29:13Z","timestamp":1559096953000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s00780-008-0079-3"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2008,11,6]]},"references-count":21,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2009,1]]}},"alternative-id":["79"],"URL":"https:\/\/doi.org\/10.1007\/s00780-008-0079-3","relation":{},"ISSN":["0949-2984","1432-1122"],"issn-type":[{"value":"0949-2984","type":"print"},{"value":"1432-1122","type":"electronic"}],"subject":[],"published":{"date-parts":[[2008,11,6]]}}}