Insider models with finite utility in markets with jumps (Q649119): Difference between revisions

@@ 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/10.1007/s00245-011-9137-x
+Normal rank
@@ Property / OpenAlex ID @@
+W2046811638
@@ Property / OpenAlex ID: W2046811638 / rank @@
+Normal rank
@@ Property / cites work @@
+Additional logarithmic utility of an insider
@@ Property / cites work: Additional logarithmic utility of an insider / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Additional utility of insiders with imperfect dynamical information
+Normal rank
@@ Property / cites work @@
+Optimal investment in a Lévy market
@@ Property / cites work: Optimal investment in a Lévy market / rank @@
+Normal rank
@@ Property / cites work @@
+The mathematics of arbitrage
@@ Property / cites work: The mathematics of arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal portfolio for an insider in a market driven by Lévy processes§
+Normal rank
@@ Property / cites work @@
+Optimal portfolios for logarithmic utility.
@@ Property / cites work: Optimal portfolios for logarithmic utility. / rank @@
+Normal rank
@@ Property / cites work @@
+A complete explicit solution to the log-optimal portfolio problem.
+Normal rank
@@ Property / cites work @@
+ASYMMETRIC INFORMATION IN A FINANCIAL MARKET WITH JUMPS
+Normal rank
@@ Property / cites work @@
+Insider Trading in a Continuous Time Market Model
@@ Property / cites work: Insider Trading in a Continuous Time Market Model / rank @@
+Normal rank
@@ Property / cites work @@
+Q3992729
@@ Property / cites work: Q3992729 / rank @@
+Normal rank
@@ Property / cites work @@
+Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin's calculus
+Normal rank
@@ Property / cites work @@
+Q4251565
@@ Property / cites work: Q4251565 / rank @@
+Normal rank
@@ Property / cites work @@
+Random times at which insiders can have free lunches
+Normal rank
@@ Property / cites work @@
+Free lunch and arbitrage possibilities in a financial market model with an insider.
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Anticipative portfolio optimization
@@ Property / cites work: Anticipative portfolio optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Enlargement of filtrations with random times for processes with jumps
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank