Pages that link to "Item:Q649119"
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The following pages link to Insider models with finite utility in markets with jumps (Q649119):
Displaying 15 items.
- Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
- Portfolio optimization with insider's initial information and counterparty risk (Q486930) (← links)
- Enlargement of filtrations with random times for processes with jumps (Q939392) (← links)
- Risk-sensitive portfolio optimization problem for a large trader with inside information (Q1630226) (← links)
- Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
- Additional utility of insiders with imperfect dynamical information (Q1776012) (← links)
- Additional logarithmic utility of an insider (Q1805770) (← links)
- Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525) (← links)
- The insider-outsider model reexamined (Q2344952) (← links)
- Finite utility on financial markets with asymmetric information and structure properties of the price dynamics (Q2485322) (← links)
- Optimal consumption and portfolio for an insider in a market with jumps (Q2790497) (← links)
- The Value of Insight (Q3387920) (← links)
- An Anticipating Calculus Approach to the Utility Maximization of an Insider (Q4409044) (← links)
- A market model with medium/long-term effects due to an insider (Q5746774) (← links)
- Mean-variance asset-liability management with inside information (Q6587726) (← links)