Viable insider markets (Q5087037): Difference between revisions

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+White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
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@@ Property / cites work @@
+Using the Donsker delta function to compute hedging strategies
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@@ Property / cites work @@
+Q4255370
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@@ Property / cites work @@
+Additional logarithmic utility of an insider
@@ Property / cites work: Additional logarithmic utility of an insider / rank @@
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+Q3504634
@@ Property / cites work: Q3504634 / rank @@
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+A general stochastic calculus approach to insider trading
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@@ Property / cites work @@
+Q5563135
@@ Property / cites work: Q5563135 / rank @@
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@@ Property / cites work @@
+Additional utility of insiders with imperfect dynamical information
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@@ Property / cites work @@
+MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
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@@ Property / cites work @@
+Optimal portfolio for an insider in a market driven by Lévy processes§
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@@ Property / cites work @@
+A General Maximum Principle for Anticipative Stochastic Control and Applications to Insider Trading
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@@ Property / cites work @@
+A Donsker delta functional approach to optimal insider control and applications to finance
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@@ Property / cites work @@
+Q5429938
@@ Property / cites work: Q5429938 / rank @@
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+Q3397483
@@ Property / cites work: Q3397483 / rank @@
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+EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL σ‐FIELDS
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@@ Property / cites work @@
+Free lunch and arbitrage possibilities in a financial market model with an insider.
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@@ Property / cites work @@
+Q3684922
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@@ Property / cites work @@
+Semi-martingales et grossissement d'une filtration
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@@ Property / cites work @@
+The Donsker delta function of a Lévy process with application to chaos expansion of local time
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@@ Property / cites work @@
+Q4162235
@@ Property / cites work: Q4162235 / rank @@
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@@ Property / cites work @@
+A White Noise Approach to Insider Trading
@@ Property / cites work: A White Noise Approach to Insider Trading / rank @@
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@@ Property / cites work @@
+Anticipative portfolio optimization
@@ Property / cites work: Anticipative portfolio optimization / rank @@
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@@ Property / cites work @@
+Forward, backward and symmetric stochastic integration
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@@ Property / cites work @@
+The generalized covariation process and Itô formula
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@@ Property / cites work @@
+Stochastic calculus with respect to continuous finite quadratic variation processes
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+Q127888205
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