Strategic insider trading equilibrium: a filter theory approach (Q1945309): Difference between revisions

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-.1007/s13370-011-0026-x
@@ Property / DOI: 10.1007/s13370-011-0026-x / rank @@
-Normal rank
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+A general stochastic calculus approach to insider trading
+Normal rank
@@ Property / cites work @@
+Q3878440
@@ Property / cites work: Q3878440 / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on stochastic control and nonlinear filtering. Lectures delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by K. M. Ramachandran
+Normal rank
@@ Property / cites work @@
+Q3908216
@@ Property / cites work: Q3908216 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
+Normal rank
@@ Property / cites work @@
+Q3206067
@@ Property / cites work: Q3206067 / rank @@
+Normal rank
@@ Property / cites work @@
+Forward, backward and symmetric stochastic integration
+Normal rank
@@ Property / cites work @@
+The generalized covariation process and Itô formula
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with respect to continuous finite quadratic variation processes
+Normal rank
@@ Property / DOI @@
+.1007/S13370-011-0026-X
@@ Property / DOI: 10.1007/S13370-011-0026-X / rank @@
+Normal rank