Asset prices with investor protection and past information

DOI10.3934/jimo.2022062OpenAlexW3015564959MaRDI QIDQ2691284

Ben-Zhang Yang, Jia Yue, Nan-Jing Huang, Ming-hui Wang

Publication date: 29 March 2023

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.00281

zbMATH Keywords

equilibriumpathwise convergenceinvestor protectionapproximate fractional Brownian motiongood/bad memory

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Applications of stochastic analysis (to PDEs, etc.) (60H30) Corporate finance (dividends, real options, etc.) (91G50)

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