Optimal portfolio for an insider in a market driven by Lévy processes§
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697680500467905
Reference31 articles.
1. Lévy Processes and Stochastic Calculus
2. A General Stochastic Calculus Approach to Insider Trading
3. Additional utility of insiders with imperfect dynamical information
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