Pages that link to "Item:Q746170"
From MaRDI portal
The following pages link to A Donsker delta functional approach to optimal insider control and applications to finance (Q746170):
Displaying 13 items.
- Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
- A white noise approach to optimal insider control of systems with delay (Q2633842) (← links)
- Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
- Stochastic differential games with inside information (Q2828064) (← links)
- Optimal insider control and semimartingale decompositions under enlargement of filtration (Q2830713) (← links)
- Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading (Q3631197) (← links)
- A simple comparison between Skorokhod & Russo-Vallois integration for insider trading (Q4639180) (← links)
- Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) (← links)
- Short Communication: Chances for the Honest in Honest versus Insider Trading (Q5080125) (← links)
- Viable insider markets (Q5087037) (← links)
- Derivative of the Donsker delta functionals (Q5227162) (← links)
- Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study (Q6567280) (← links)
- Mean-variance asset-liability management with inside information (Q6587726) (← links)