José Antonio Salmerón
From MaRDI portal
Person:2045756
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal portfolios with anticipating information on the stochastic interest rate Decisions in Economics and Finance | 2025-08-25 | Paper |
| Before and after default: information and optimal portfolio via anticipating calculus Applied Mathematics and Optimization | 2025-03-03 | Paper |
| Anticipative information in a Brownian-Poisson market Annals of Operations Research | 2024-06-04 | Paper |
| An Anticipative Markov Modulated Market | 2022-02-07 | Paper |
| Insider information and its relation with the arbitrage condition and the utility maximization problem Mathematical Biosciences and Engineering | 2021-08-13 | Paper |
| A short note on "Anticipative portfolio optimization" | 2018-09-24 | Paper |
| Valuing the anticipative information on the stochastic short interest rates | 2017-11-09 | Paper |
Research outcomes over time
This page was built for person: José Antonio Salmerón
