Pages that link to "Item:Q2830713"
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The following pages link to Optimal insider control and semimartingale decompositions under enlargement of filtration (Q2830713):
Displaying 11 items.
- A Donsker delta functional approach to optimal insider control and applications to finance (Q746170) (← links)
- Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management (Q988683) (← links)
- Kyle equilibrium under random price pressure (Q2331003) (← links)
- A white noise approach to optimal insider control of systems with delay (Q2633842) (← links)
- Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading (Q3631197) (← links)
- Optimal insider control of stochastic partial differential equations (Q4595008) (← links)
- KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
- A simple comparison between Skorokhod & Russo-Vallois integration for insider trading (Q4639180) (← links)
- Logarithmic utility maximization for insiders in progressively enlarged filtrations (Q5064145) (← links)
- Short Communication: Chances for the Honest in Honest versus Insider Trading (Q5080125) (← links)
- Mean-variance asset-liability management with inside information (Q6587726) (← links)