Pages that link to "Item:Q3023916"
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The following pages link to OPTIMAL LOGARITHMIC UTILITY AND OPTIMAL PORTFOLIOS FOR AN INSIDER IN A STOCHASTIC VOLATILITY MARKET (Q3023916):
Displaying 10 items.
- A comparative analysis of the value of information in a continuous time market model with partial information: the cases of log-utility and CRRA (Q609732) (← links)
- Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
- The Malliavin gradient method for the calibration of stochastic dynamical models (Q2493710) (← links)
- An Application of the Forward Integral to an Insider’s Optimal Portfolio with the Dividend (Q2838668) (← links)
- Information: price and impact on general welfare and optimal investment. an anticipative stochastic differential game model (Q2996571) (← links)
- (Q3517062) (← links)
- An Anticipating Calculus Approach to the Utility Maximization of an Insider (Q4409044) (← links)
- Logarithmic utility maximization for insiders in progressively enlarged filtrations (Q5064145) (← links)
- A UNIVERSAL OPTIMAL CONSUMPTION RATE FOR AN INSIDER (Q5472780) (← links)
- Optimal portfolio for an insider in a market driven by Lévy processes§ (Q5475314) (← links)
