UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET (Q5472782): Difference between revisions

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+Arturo Kohatsu-Higa
@@ Property / author: Arturo Kohatsu-Higa / rank @@
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+MaRDI publication profile
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+W2098682797
@@ Property / OpenAlex ID: W2098682797 / rank @@
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@@ Property / cites work @@
+Additional utility of insiders with imperfect dynamical information
+Normal rank
@@ Property / cites work @@
+Optimal consumption choices for a `large' investor
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@@ Property / cites work @@
+ASYMMETRICAL INFORMATION AND INCOMPLETE MARKETS
@@ Property / cites work: ASYMMETRICAL INFORMATION AND INCOMPLETE MARKETS / rank @@
+Normal rank
@@ Property / cites work @@
+Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches
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+Q4842684
@@ Property / cites work: Q4842684 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with anticipating integrands
@@ Property / cites work: Stochastic calculus with anticipating integrands / rank @@
+Normal rank
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+Forward, backward and symmetric stochastic integration
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+The generalized covariation process and Itô formula
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with respect to continuous finite quadratic variation processes
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@@ links / mardi / name / links / mardi / name @@
+Publication:5472782