The value of foresight

Author:

Ernst Philip A.ORCID,Rogers L.C.G.,Zhou Quan

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference35 articles.

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2. On an optional semimartingale decomposition and the existence of a deflator in an enlarged filtration;Aksamit,2015

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4. A primal–dual simulation algorithm for pricing multidimensional American options;Andersen;Manage. Sci.,2004

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2. KYLE–BACK’S MODEL WITH A RANDOM HORIZON;International Journal of Theoretical and Applied Finance;2018-03

3. Kyle Equilibrium Under Random Price Pressure;SSRN Electronic Journal;2018

4. Tukey’s transformational ladder for portfolio management;Financial Markets and Portfolio Management;2017-08

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