Additional logarithmic utility of an insider (Q1805770): Difference between revisions

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+Martingale laws, densities and decomposition of Föllmer-Schweizer
+Normal rank
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+Q4279442
@@ Property / cites work: Q4279442 / rank @@
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+Q4279441
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+The strong ergodic theorem for densities: Generalized Shannon-McMillan- Breiman theorem
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+The existence of absolutely continuous local martingale measures
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+Portfolio optimization and contingent claim pricing with differential information
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+Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space
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+Calcul stochastique et problèmes de martingales
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+Q3684922
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+Q4162235
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+Anticipative portfolio optimization
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+On the minimal martingale measure and the möllmer-schweizer decomposition
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+Calcul stochastique d�pendant d'un param�tre
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+Q3684923
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