Pages that link to "Item:Q5198560"
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The following pages link to A General Maximum Principle for Anticipative Stochastic Control and Applications to Insider Trading (Q5198560):
Displaying 10 items.
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- Stochastic differential games in insider markets via Malliavin calculus (Q2250075) (← links)
- Kyle equilibrium under random price pressure (Q2331003) (← links)
- A white noise approach to optimal insider control of systems with delay (Q2633842) (← links)
- (Q3517062) (← links)
- Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading (Q3631197) (← links)
- An Anticipating Calculus Approach to the Utility Maximization of an Insider (Q4409044) (← links)
- KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
- Viable insider markets (Q5087037) (← links)
- Brief history of optimal control theory and some recent developments (Q5225285) (← links)