Pages that link to "Item:Q486930"
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The following pages link to Portfolio optimization with insider's initial information and counterparty risk (Q486930):
Displaying 7 items.
- Insider information and its relation with the arbitrage condition and the utility maximization problem (Q2045757) (← links)
- Information uncertainty related to marked random times and optimal investment (Q2296112) (← links)
- Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
- An Application of the Forward Integral to an Insider’s Optimal Portfolio with the Dividend (Q2838668) (← links)
- (Q3517062) (← links)
- Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) (← links)
- Optimal portfolio for an insider in a market driven by Lévy processes§ (Q5475314) (← links)