Pages that link to "Item:Q5746774"
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The following pages link to A market model with medium/long-term effects due to an insider (Q5746774):
Displaying 5 items.
- Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261) (← links)
- Risk-sensitive portfolio optimization problem for a large trader with inside information (Q1630226) (← links)
- Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
- Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057) (← links)
- The insider trading problem in a jump-binomial model (Q6067797) (← links)