INFORMED OPPORTUNISTIC TRADING AND PRICE OPTIMAL CONTROL

DOI10.1142/S0219024903001773zbMath1079.91029MaRDI QIDQ5696840

Laurent Gauthier

Publication date: 19 October 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

stochastic controlprice manipulationsinvestment decision

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites Work

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• Perfect option hedging for a large trader
• Market Volatility and Feedback Effects from Dynamic Hedging
• Continuous Auctions and Insider Trading
• A Microeconomic Approach to Diffusion Models For Stock Prices
• A BENCHMARK APPROACH TO FINANCE

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