Anticipative stochastic control for Lévy processes with application to insider trading Previous title: Optimal Portfolio for a "large" Insider in a Market driven by Lévy Processes
Di Nunno, Giulia; Kohatsu-Higa, Arturo; Meyer-Brandis, Thilo; Øksendal, Bernt; Proske, Frank; Sulem, Agnès
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2005Permanent link
http://urn.nb.no/Is part of
Preprint series. Pure mathematicsMetadata
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- Matematisk institutt [3790]