Optimal portfolio for an insider in a market driven by Lévy processes§
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Publication:5475314
DOI10.1080/14697680500467905zbMath1136.91426OpenAlexW2153147321MaRDI QIDQ5475314
Giulia Di Nunno, Thilo Meyer-Brandis, Bernt Øksendal, Frank Norbert Proske
Publication date: 16 June 2006
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680500467905
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