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Advanced mathematical methods for finance
Di Nunno, Giulia
(
ed.
);
Øksendal, Bernt K.
(
ed.
)
-
2011
Persistent link: https://www.econbiz.de/10008990178
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42
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
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43
Insider trading with partially informed traders
Aase, Knut K.
;
Bjuland, Terje
;
Øksendal, Bernt K.
-
2011
Persistent link: https://www.econbiz.de/10009373875
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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
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7
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pp. 1284-1299
Persistent link: https://www.econbiz.de/10009751179
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45
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
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46
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
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47
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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48
Explicit representation of the minimal variance portfolio in markets driven by Lévy processes
Benth, Fred Espen
;
Di Nunno, Giulia
;
Løkka, Arne
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001765640
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49
Optimal stochastic intervention control with application to the exchange rate
Mundaca, B. Gabriela
- In:
Journal of mathematical economics
29
(
1998
)
2
,
pp. 225-243
Persistent link: https://www.econbiz.de/10001241717
Saved in:
50
Optimal time to invest when the price processes are geometric Brownian motions
Hu, Yaozhong
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 295-310
Persistent link: https://www.econbiz.de/10001243269
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