Pages that link to "Item:Q3631197"
From MaRDI portal
The following pages link to Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading (Q3631197):
Displaying 7 items.
- A Donsker delta functional approach to optimal insider control and applications to finance (Q746170) (← links)
- A generalised Itō formula for Lévy-driven Volterra processes (Q2347455) (← links)
- Pricing of claims in discrete time with partial information (Q2441467) (← links)
- A white noise approach to optimal insider control of systems with delay (Q2633842) (← links)
- Optimal consumption and portfolio for an insider in a market with jumps (Q2790497) (← links)
- KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
- UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET (Q5472782) (← links)