Pages that link to "Item:Q1613658"
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The following pages link to Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (Q1613658):
Displaying 10 items.
- Informed traders' hedging with news arrivals (Q282886) (← links)
- Dynamic Markov bridges motivated by models of insider trading (Q550151) (← links)
- Informational inefficiency in financial markets (Q1938988) (← links)
- Gaussian random bridges and a geometric model for information equilibrium (Q2150142) (← links)
- Information on jump sizes and hedging (Q2811114) (← links)
- Option hedging by an influential informed investor (Q2862441) (← links)
- Mutual information for stochastic differential equations driven by fractional Brownian motion (Q3077709) (← links)
- An Anticipating Calculus Approach to the Utility Maximization of an Insider (Q4409044) (← links)
- Optimal Smooth Portfolio Selection for an Insider (Q5440646) (← links)
- Weak Dirichlet processes and generalized martingale problems (Q6123260) (← links)
