Author:
Akdim K.,Diakhaby A.,Ouknine Y.
Subject
Statistics and Probability,Analysis
Reference24 articles.
1. J. Amendinger. Martingale Representation Theorems for Initially Enlarged Filtrations, Stochastic Processes and their Applications 89, 101-116 (2000).
2. A monetary value for initial information in portfolio optimization
3. J. Amendinger, P. Imkeller, M. Schweizer. Additional logarithmic utility of an insider, Stochastic processes and their applications, Vol. 75, 263-286 (1998).
4. F. Baudoin. Modelling Anticipations on Financial Markets, Conferences given at the CREST, France (2002).
5. F. Baudoin. Conditioned stochastic differential equations: Theory, Examples and Applications to finance, Stochastic Processes and their Applications, Vol. 100, 109- 145 (2002).
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献