scientific article; zbMATH DE number 1985273
From MaRDI portal
Publication:4429137
zbMath1180.91320MaRDI QIDQ4429137
Publication date: 24 September 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial applications of other theories (91G80) Portfolio theory (91G10)
Related Items (10)
Arbitrage of the first kind and filtration enlargements in semimartingale financial models ⋮ Conditioning and initial enlargement of filtration on a Riemannian manifold. ⋮ Trading against disorderly liquidation of a large position under asymmetric information and market impact ⋮ Portfolio optimization with insider's initial information and counterparty risk ⋮ Enlargement of filtrations with random times for processes with jumps ⋮ Strongly constrained stochastic processes: the multi-ends Brownian bridge ⋮ The strong predictable representation property in initially enlarged filtrations under the density hypothesis ⋮ Robust Utility Maximization without Model Compactness ⋮ BSDEs driven by Lévy process with enlarged filtration and applications in finance ⋮ Optimal portfolio liquidation with additional information
This page was built for publication: