An Anticipating Calculus Approach to the Utility Maximization of an Insider (Q4409044)
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scientific article; zbMATH DE number 1941980
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An Anticipating Calculus Approach to the Utility Maximization of an Insider |
scientific article; zbMATH DE number 1941980 |
Statements
An Anticipating Calculus Approach to the Utility Maximization of an Insider (English)
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2003
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market models
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portfolios
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investment
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utility theory
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Malliavin calculus
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0.87844366
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0.8749673
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0.8739716
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0.8660227
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0.8543543
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0.84934616
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0.84917057
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0.84539443
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0.8451265
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