On the semimartingale property via bounded logarithmic utility (Q665818): Difference between revisions

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+Finite utility on financial markets with asymmetric information and structure properties of the price dynamics
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+A note on Wick products and the fractional Black-Scholes model
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+A general stochastic calculus approach to insider trading
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+A general version of the fundamental theorem of asset pricing
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+Optimal portfolio for an insider in a market driven by Lévy processes§
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+Anticipative portfolio optimization
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