Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading (Q3631197)

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Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading
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    Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading (English)
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    5 June 2009
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    insider trading
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    optimal portfolio
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    Lévy process
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    forward anticipating calculus
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    ``large'' insider
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