Pages that link to "Item:Q2493284"

The following pages link to A general stochastic calculus approach to insider trading (Q2493284):

Displaying 41 items.

• Informed traders' hedging with news arrivals (Q282886) (← links)
• White noise calculus in applications to stochastic equations in Hilbert spaces (Q341449) (← links)
• Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
• Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261) (← links)
• On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
• On the semimartingale property via bounded logarithmic utility (Q665818) (← links)
• On the semimartingale property of discounted asset-price processes (Q719780) (← links)
• A Donsker delta functional approach to optimal insider control and applications to finance (Q746170) (← links)
• Electricity derivatives pricing with forward-looking information (Q1657496) (← links)
• Informational inefficiency in financial markets (Q1938988) (← links)
• Strategic insider trading equilibrium: a filter theory approach (Q1945309) (← links)
• Insider information and its relation with the arbitrage condition and the utility maximization problem (Q2045757) (← links)
• Gaussian random bridges and a geometric model for information equilibrium (Q2150142) (← links)
• Bond prices under information asymmetry and a short rate with instantaneous feedback (Q2152233) (← links)
• Optimal equivalent probability measures under enlarged filtrations (Q2278882) (← links)
• Kyle equilibrium under random price pressure (Q2331003) (← links)
• Pricing of claims in discrete time with partial information (Q2441467) (← links)
• The Shannon information of filtrations and the additional logarithmic utility of insiders (Q2496964) (← links)
• Information on jump sizes and hedging (Q2811114) (← links)
• Stochastic differential games with inside information (Q2828064) (← 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)
• PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS (Q4584698) (← links)
• KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
• A simple comparison between Skorokhod & Russo-Vallois integration for insider trading (Q4639180) (← links)
• An anticipative stochastic minimum principle under enlarged filtrations (Q4986424) (← links)
• Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
• Short Communication: Chances for the Honest in Honest versus Insider Trading (Q5080125) (← links)
• Viable insider markets (Q5087037) (← links)
• Enlarged filtrations and indistinguishable processes (Q5206085) (← links)
• AN ARITHMETIC PURE-JUMP MULTI-CURVE INTEREST RATE MODEL (Q5210913) (← links)
• Successive enlargement of filtrations and application to insider information (Q5233185) (← links)
• Forward integration, convergence and non-adapted pointwise multipliers (Q5247187) (← links)
• PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING (Q5265242) (← links)
• MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319) (← links)
• Insiders' hedging in a jump diffusion model (Q5433099) (← links)
• Optimal Smooth Portfolio Selection for an Insider (Q5440646) (← links)
• Optimal portfolio for an insider in a market driven by Lévy processes§ (Q5475314) (← links)
• Insider Trading in Convergent Markets (Q5700150) (← links)
• The insider trading problem in a jump-binomial model (Q6067797) (← links)
• Expansion of a filtration with a stochastic process: the information drift (Q6164100) (← links)