A general maximum principle for anticipative stochastic control and applications to insider trading
Giulia Di Nunno, Olivier Menoukeu Pamen, Bernt Øksendal, and Frank Proske
| Year of publication: |
2011
|
|---|---|
| Authors: | Di Nunno, Giulia ; Pamen, Olivier Menoukeu ; Øksendal, Bernt K. ; Proske, Frank |
| Published in: |
Advanced mathematical methods for finance. - Heidelberg [u.a.] : Springer, ISBN 3-642-18411-1. - 2011, p. 181-221
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| Subject: | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Kontrolltheorie | Control theory | Insiderhandel | Insider trading | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008991293