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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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Additional utility of insiders with imperfect dynamical information
Corcuera, José Ma.; Imkeller, Peter; Kohatsu-Higa, Arturo - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747508
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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
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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
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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