MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319): Difference between revisions

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+A monetary value for initial information in portfolio optimization
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+Additional logarithmic utility of an insider
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+Itô's lemma without non-anticipatory conditions
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+Mean-Variance Hedging for Stochastic Volatility Models
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+A general stochastic calculus approach to insider trading
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+Additional utility of insiders with imperfect dynamical information
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+Optimal portfolio for an insider in a market driven by Lévy processes§
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+Insider Trading in a Continuous Time Market Model
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+ASYMMETRICAL INFORMATION AND INCOMPLETE MARKETS
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+Q3994411
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+Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin's calculus
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+Random times at which insiders can have free lunches
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+Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches
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+Free lunch and arbitrage possibilities in a financial market model with an insider.
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+Grossissements de filtrations: exemples et applications. Séminaire de Calcul Stochastique 1982/83, Université Paris VI
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+UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET
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+White noise approach to stochastic integration
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+Dynamic programming and mean-variance hedging
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+An Anticipating Calculus Approach to the Utility Maximization of an Insider
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+Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
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+Stochastic calculus with anticipating integrands
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+Stochastic differential equations. An introduction with applications.
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+A UNIVERSAL OPTIMAL CONSUMPTION RATE FOR AN INSIDER
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+Mean-variance hedging for continuous processes: New proofs and examples
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+Forward, backward and symmetric stochastic integration
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+The generalized covariation process and Itô formula
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+Stochastic calculus with respect to continuous finite quadratic variation processes
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+https://doi.org/10.1142/s0219024906003998
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+W2131465860
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