Pages that link to "Item:Q5475314"
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The following pages link to Optimal portfolio for an insider in a market driven by Lévy processes§ (Q5475314):
Displayed 29 items.
- Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
- Stability analysis for stochastic hybrid systems: a survey (Q472550) (← links)
- Insider models with finite utility in markets with jumps (Q649119) (← links)
- On the semimartingale property via bounded logarithmic utility (Q665818) (← links)
- A Donsker delta functional approach to optimal insider control and applications to finance (Q746170) (← links)
- Electricity derivatives pricing with forward-looking information (Q1657496) (← links)
- Instability of impulsive stochastic systems with application to image encryption (Q2242763) (← links)
- On a class of singular stochastic control problems driven by Lévy noise (Q2274296) (← links)
- Optimal equivalent probability measures under enlarged filtrations (Q2278882) (← links)
- Kyle equilibrium under random price pressure (Q2331003) (← links)
- Harnesses, Lévy bridges and Monsieur Jourdain (Q2485829) (← links)
- Optimal insider control and semimartingale decompositions under enlargement of filtration (Q2830713) (← links)
- MODELING AND PRICING PRECIPITATION DERIVATIVES UNDER WEATHER FORECASTS (Q2836217) (← links)
- INFORMATION AND OPTIMAL INVESTMENT IN DEFAULTABLE ASSETS (Q2939921) (← links)
- Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057) (← links)
- PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS (Q4584698) (← links)
- KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
- An anticipative stochastic minimum principle under enlarged filtrations (Q4986424) (← links)
- THE VIX AND FUTURE INFORMATION (Q5061494) (← links)
- Viable insider markets (Q5087037) (← links)
- Stability Verification for a Class of Stochastic Hybrid Systems by Semidefinite Programming (Q5145609) (← links)
- Enlarged filtrations and indistinguishable processes (Q5206085) (← links)
- AN ARITHMETIC PURE-JUMP MULTI-CURVE INTEREST RATE MODEL (Q5210913) (← links)
- Forward integration, convergence and non-adapted pointwise multipliers (Q5247187) (← links)
- MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319) (← links)
- Safety verification for regime-switching jump diffusions via barrier certificates (Q6052173) (← links)
- The stochastic Leibniz formula for Volterra integrals under enlarged filtrations (Q6092933) (← links)
- Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump (Q6139057) (← links)
- VIX MODELING FOR A MARKET INSIDER (Q6182054) (← links)