Uncertainty and inside information (Q261231): Difference between revisions

@@ Property / author @@
-Athanasios N. Yannacopoulos
@@ Property / author: Athanasios N. Yannacopoulos / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.3934/jdg.2016001
+Normal rank
@@ Property / OpenAlex ID @@
+W4243272568
@@ Property / OpenAlex ID: W4243272568 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment and reinsurance policies in insurance markets under the effect of inside information
+Normal rank
@@ Property / cites work @@
+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
+Normal rank
@@ Property / cites work @@
+A discussion of parameter and model uncertainty in insurance
+Normal rank
@@ Property / cites work @@
+MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
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@@ Property / cites work @@
+Q2790497
@@ Property / cites work: Q2790497 / rank @@
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+Controlled Markov processes and viscosity solutions
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+Robust portfolio choice with stochastic interest rates
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+Free lunch and arbitrage possibilities in a financial market model with an insider.
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+Mathematical methods for financial markets.
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