Anticipative stochastic control for Lévy processes with application to insider trading
Agnès Sulem; Arturo Kohatsu-Higa; Bernt Øksendal; Frank Proske; Giulia Di Nunno
| Year of publication: |
2009
|
|---|---|
| Authors: | Sulem, Agnès ; Kohatsu-Higa, Arturo ; Øksendal, Bernt K. ; Proske, Frank ; Di Nunno, Giulia |
| Published in: |
Mathematical modeling and numerical methods in finance : special volume. - Amsterdam [u.a.] : Elsevier, North-Holland, ISBN 978-0-444-51879-8. - 2009, p. 573-591
|
| Subject: | Portfolio-Management | Portfolio selection | Insiderhandel | Insider trading | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003827062