An anticipating calculus approach to the utility maximization of an insider
Jorge A. León; Reyla Navarro; David Nualart
| Year of publication: |
2003
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|---|---|
| Authors: | León, Jorge A. ; Navarro, Reyla ; Nualart, David |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 13.2003, 1, p. 171-185
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| Subject: | Insiderhandel | Insider trading | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001765670