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~type_genre:"Aufsatz im Buch"
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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
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2
Dynamic optimization for a mixed portfolio with transaction costs
Sulem, Agnès
- In:
Numerical methods in finance
,
(pp. 165-180)
.
2008
Persistent link: https://www.econbiz.de/10003723939
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3
A barrier version of the Russian option
Shepp, Larry A.
;
Širjaev, Alʹbert N.
;
Sulem, Agnès
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 271-284)
.
2002
Persistent link: https://www.econbiz.de/10001672243
Saved in:
4
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:
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