An Anticipating Calculus Approach to the Utility Maximization of an Insider (Q4409044)
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scientific article; zbMATH DE number 1941980
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Anticipating Calculus Approach to the Utility Maximization of an Insider |
scientific article; zbMATH DE number 1941980 |
Statements
An Anticipating Calculus Approach to the Utility Maximization of an Insider (English)
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2003
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market models
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portfolios
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investment
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utility theory
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Malliavin calculus
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