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Strategic Insider Trading in C...
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Aase, Knut K.
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ASTIN BULLETIN - Vol.33 - No.2 - 2003 ; 117-122
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Partially informed noise traders
Aase, Knut K.
;
Bjuland, Terje
;
Øksendal, Bernt K.
- In:
Mathematics and financial economics
6
(
2012
)
2
,
pp. 93-104
Persistent link: https://www.econbiz.de/10009580937
Saved in:
2
A universal optimal consumption rate for an insider
Øksendal, Bernt K.
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 119-129
Persistent link: https://www.econbiz.de/10003336867
Saved in:
3
Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
Saved in:
4
The value of information in stochastic control and finance
Øksendal, Bernt K.
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 352-364
Persistent link: https://www.econbiz.de/10003236998
Saved in:
5
A general maximum principle for anticipative stochastic control and applications to insider trading
Di Nunno, Giulia
;
Pamen, Olivier Menoukeu
;
Øksendal, …
- In:
Advanced mathematical methods for finance
,
(pp. 181-221)
.
2011
Persistent link: https://www.econbiz.de/10008991293
Saved in:
6
Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models
Øksendal, Bernt K.
;
Sandal, Leif K.
;
Ubøe, Jan
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1284-1299
Persistent link: https://www.econbiz.de/10009751179
Saved in:
7
Insider trading equilibrium in a market with memory
Biagini, Francesa
;
Hu, Yaozhong
;
Meyer-Brandis, Thilo
; …
- In:
Mathematics and financial economics
6
(
2012
)
3
,
pp. 229-247
Persistent link: https://www.econbiz.de/10009624623
Saved in:
8
Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection
Øksendal, Bernt K.
;
Sulem, Agnès
;
Zhang, Tusheng
- In:
Mathematics of operations research
39
(
2014
)
2
,
pp. 464-486
Persistent link: https://www.econbiz.de/10010384186
Saved in:
9
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:
10
Minimal variance for insider trading
Biagini, Francesca
;
Øksendal, Bernt K.
- In:
International journal of theoretical and applied finance
9
(
2006
)
8
,
pp. 1351-1376
Persistent link: https://www.econbiz.de/10003397196
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