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Insiderhandel
Theorie
26
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19
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19
Stochastic process
19
Stochastischer Prozess
19
Portfolio selection
12
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Kohatsu-Higa, Arturo
5
Imkeller, Peter
2
Nualart, David
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Sulem, Agnès
2
Corcuera, José M.
1
Corcuera, José Ma.
1
Di Nunno, Giulia
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical modeling and numerical methods in finance : special volume
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Paris Princeton lectures on mathematical finance
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ECONIS (ZBW)
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Models for insider trading with finite utility
Kohatsu-Higa, Arturo
- In:
Paris Princeton lectures on mathematical finance
3
(
2004
),
pp. 103-171
Persistent link: https://www.econbiz.de/10009357089
Saved in:
2
Utility maximization in an insider influenced market
Kohatsu-Higa, Arturo
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 153-179
Persistent link: https://www.econbiz.de/10003336869
Saved in:
3
Anticipative stochastic control for Lévy processes with application to insider trading
Sulem, Agnès
;
Kohatsu-Higa, Arturo
;
Øksendal, Bernt K.
; …
-
2009
Persistent link: https://www.econbiz.de/10003827062
Saved in:
4
Additional utility of insiders with imperfect dynamical information
Corcuera, José M.
;
Imkeller, Peter
;
Kohatsu-Higa, Arturo
; …
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 437-450
Persistent link: https://www.econbiz.de/10002130328
Saved in:
5
Additional utility of insiders with imperfect dynamical information
Corcuera, José Ma.
;
Imkeller, Peter
;
Kohatsu-Higa, Arturo
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747508
Saved in:
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