Pages that link to "Item:Q5440646"
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The following pages link to Optimal Smooth Portfolio Selection for an Insider (Q5440646):
Displaying 8 items.
- Informed traders' hedging with news arrivals (Q282886) (← links)
- White noise calculus in applications to stochastic equations in Hilbert spaces (Q341449) (← links)
- Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
- Bond prices under information asymmetry and a short rate with instantaneous feedback (Q2152233) (← links)
- Information on jump sizes and hedging (Q2811114) (← links)
- An Application of the Forward Integral to an Insider’s Optimal Portfolio with the Dividend (Q2838668) (← links)
- Optimal portfolio for an insider in a market driven by Lévy processes§ (Q5475314) (← links)
- Mean-variance asset-liability management with inside information (Q6587726) (← links)