Stock market insider trading in continuous time with imperfect dynamic information (Q3585325): Difference between revisions

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+MINIMAL VARIANCE HEDGING FOR INSIDER TRADING
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+Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling
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+Continuous auctions and insider trading: uniqueness and risk aversion
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+Foundations of Modern Probability
@@ Property / cites work: Foundations of Modern Probability / rank @@
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+Anticipative portfolio optimization
@@ Property / cites work: Anticipative portfolio optimization / rank @@
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+Random times and enlargements of filtrations in a Brownian setting.
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+Q4435813
@@ Property / cites work: Q4435813 / rank @@
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