Pages that link to "Item:Q4409044"

The following pages link to An Anticipating Calculus Approach to the Utility Maximization of an Insider (Q4409044):

Displaying 20 items.

• Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
• Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362) (← links)
• On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
• Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
• Informational inefficiency in financial markets (Q1938988) (← links)
• Distribution function of the blow up time of the solution of an anticipating random fatigue equation (Q2025250) (← links)
• Gaussian random bridges and a geometric model for information equilibrium (Q2150142) (← links)
• Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) (Q2175010) (← links)
• The Malliavin gradient method for the calibration of stochastic dynamical models (Q2493710) (← links)
• INFORMATION AND OPTIMAL INVESTMENT IN DEFAULTABLE ASSETS (Q2939921) (← links)
• Information: price and impact on general welfare and optimal investment. an anticipative stochastic differential game model (Q2996571) (← links)
• OPTIMAL LOGARITHMIC UTILITY AND OPTIMAL PORTFOLIOS FOR AN INSIDER IN A STOCHASTIC VOLATILITY MARKET (Q3023916) (← links)
• MODULATED INFORMATION FLOWS IN FINANCIAL MARKETS (Q3304215) (← links)
• A simple comparison between Skorokhod & Russo-Vallois integration for insider trading (Q4639180) (← links)
• Influence of risk tolerance on long-term investments: a Malliavin calculus approach (Q5041049) (← links)
• Short Communication: Chances for the Honest in Honest versus Insider Trading (Q5080125) (← links)
• MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319) (← links)
• Quadratic hedging in an incomplete market derived by an influential informed investor (Q5411912) (← links)
• A new technique for calibrating stochastic volatility models: the Malliavin gradient method (Q5484638) (← links)
• Insider Trading in Convergent Markets (Q5700150) (← links)