Optimal portfolio liquidation with additional information (Q253110): Difference between revisions

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+A monetary value for initial information in portfolio optimization
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+Additional logarithmic utility of an insider
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+The Shannon information of filtrations and the additional logarithmic utility of insiders
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+Q3504634
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+Q4429137
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+Normal rank
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+Additional utility of insiders with imperfect dynamical information
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+Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps
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+Insider Trading in a Continuous Time Market Model
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+Comparison of insiders' optimal strategies depending on the type of side-information
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+Q4003734
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+Anticipative portfolio optimization
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+Random times and enlargements of filtrations in a Brownian setting.
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+A control problem with fuel constraint and Dawson-Watanabe superprocesses
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+Optimal Basket Liquidation for CARA Investors is Deterministic
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