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Weak Approximations. A Malliav...
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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
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2
Weak approximations : a Malliavin calculus approach
Kohatsu-Higa, Arturo
-
1999
Persistent link: https://www.econbiz.de/10001371928
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3
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:
4
Computation of Greeks and multidimensional density estimation for asset price models with time-changed Brownian motion
Kawai, Reiichiro
;
Kohatsu-Higa, Arturo
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 302-321
Persistent link: https://www.econbiz.de/10008653256
Saved in:
5
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:
6
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
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7
Asymptotic behaviour of the density in a parabolic SPDE
Kohatsu-Higa, Arturo
;
Márquez-Carreras, D.
;
Sanz-Solé, M.
-
1999
Persistent link: https://www.econbiz.de/10001372054
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8
Local volatility changes in the Black-Scholes model
Bermin, Hans-Peter
;
Kohatsu-Higa, Arturo
-
1999
Persistent link: https://www.econbiz.de/10001425316
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9
Variance reduction methods for simulation of densities on Wiener space
Kohatsu-Higa, Arturo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001637705
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10
Local vega index and variance reduction methods
Bermin, Hans-Peter
;
Kohatsu-Higa, Arturo
;
Montero, Miquel
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10001765651
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