Pages that link to "Item:Q649119"
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The following pages link to Insider models with finite utility in markets with jumps (Q649119):
Displayed 5 items.
- Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
- Enlargement of filtrations with random times for processes with jumps (Q939392) (← links)
- Risk-sensitive portfolio optimization problem for a large trader with inside information (Q1630226) (← links)
- Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
- Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525) (← links)