| dc.date.accessioned | 2017-12-04T12:05:45Z | |
| dc.date.available | 2017-12-04T12:05:45Z | |
| dc.date.created | 2017-09-13T13:27:53Z | |
| dc.date.issued | 2015 | |
| dc.identifier.citation | Øksendal, Bernt Røse, Elin Engen . A white noise approach to insider trading. Let Us Use White Noise. 2017 World Scientific | |
| dc.identifier.uri | http://hdl.handle.net/10852/59180 | |
| dc.description.abstract | We present a new approach to the optimal portfolio problem for an insider with logarithmic utility. Our method is based on white noise theory, stochastic forward integrals, Hida-Malliavin calculus and the Donsker delta function. | en_US |
| dc.language | EN | |
| dc.publisher | World Scientific | |
| dc.title | A white noise approach to insider trading | en_US |
| dc.type | Chapter | en_US |
| dc.creator.author | Øksendal, Bernt | |
| dc.creator.author | Røse, Elin Engen | |
| cristin.unitcode | 185,15,13,0 | |
| cristin.unitname | Matematisk institutt | |
| cristin.ispublished | true | |
| cristin.fulltext | postprint | |
| dc.identifier.cristin | 1493334 | |
| dc.identifier.bibliographiccitation | info:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:book&rft.btitle=Let Us Use White Noise&rft.spage=&rft.date=2017 | |
| dc.identifier.pagecount | 232 | |
| dc.identifier.urn | URN:NBN:no-61884 | |
| dc.type.document | Bokkapittel | en_US |
| dc.type.peerreviewed | Peer reviewed | |
| dc.source.isbn | 978-981-3220-93-5 | |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/59180/2/%255BOR%255D25.08.2015%252CInsider%252C%2Bwhite%2Bnoise%2Bapproach.pdf | |
| dc.type.version | AcceptedVersion | |
| cristin.btitle | Let Us Use White Noise | |