A General Maximum Principle for Anticipative Stochastic Control and Applications to Insider Trading (Q5198560)
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scientific article; zbMATH DE number 5936948
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A General Maximum Principle for Anticipative Stochastic Control and Applications to Insider Trading |
scientific article; zbMATH DE number 5936948 |
Statements
A General Maximum Principle for Anticipative Stochastic Control and Applications to Insider Trading (English)
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8 August 2011
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anticipative stochastic control
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maximum principle
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Malliavin calculus
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insider trading
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forward integral
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Skorokhod integral
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