The value of insight
Year of publication: |
2020
|
---|---|
Authors: | Ernst, Philip A. ; Rogers, Leonard C. G. |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 45.2020, 4, p. 1193-1209
|
Subject: | Hamilton-Jacobi-Bellman equation | Insider trading | jump diffusion | Theorie | Theory | Insiderhandel |
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