Pages that link to "Item:Q4347778"
From MaRDI portal
The following pages link to Portfolio optimization and contingent claim pricing with differential information (Q4347778):
Displayed 7 items.
- The value of foresight (Q1679467) (← links)
- Additional logarithmic utility of an insider (Q1805770) (← links)
- BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951) (← links)
- ASYMMETRIC INFORMATION IN A FINANCIAL MARKET WITH JUMPS (Q4528081) (← links)
- Trading against disorderly liquidation of a large position under asymmetric information and market impact (Q4606384) (← links)
- Enlargement of filtration on Poisson space: a Malliavin calculus approach (Q5086442) (← links)
- Change of filtrations and mean–variance hedging (Q5433511) (← links)