scientific article; zbMATH DE number 5309885

zbMATH Open1145.91312MaRDI QIDQ3517062FDOQ3517062

Authors: Yajun Xiao, Christian-Oliver Ewald 

Publication date: 12 August 2008

Title of this publication is not available (Why is that?)

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zbMATH Keywords

informationstochastic differential gamesfinancial marketsutility function

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

Cited In (1)

• Optimal portfolio for an insider in a market driven by Lévy processes§

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