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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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Optimal time to invest when the price processes are geometric Brownian motions
Hu, Yaozhong; Øksendal, Bernt - In: Finance and stochastics 2 (1998) 3, pp. 295-310
Persistent link: https://www.econbiz.de/10008218810
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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
Persistent link: https://www.econbiz.de/10008214758
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Completion of a Lévy market by power-jump assets
Corcuera, José Manuel; Nualart, David; Schoutens, Wim - In: Finance and stochastics 9 (2005) 1, pp. 109-128
Persistent link: https://www.econbiz.de/10008222973
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Completion of a Lévy market by power-jump assets
Corcuera, José Manuel; Nualart, David; Schoutens, Wim - In: Finance and stochastics 9 (2005) 1, pp. 109-127
Persistent link: https://www.econbiz.de/10002497084
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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