Pages that link to "Item:Q5475314"
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The following pages link to Optimal portfolio for an insider in a market driven by Lévy processes§ (Q5475314):
Displayed 4 items.
- Insider models with finite utility in markets with jumps (Q649119) (← links)
- On the semimartingale property via bounded logarithmic utility (Q665818) (← links)
- Harnesses, Lévy bridges and Monsieur Jourdain (Q2485829) (← links)
- MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319) (← links)