Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference35 articles.
1. Arbitrage of the first kind and filtration enlargements in semimartingale financial models;Acciaio;Stochastic Process. Appl.,2016
2. On an optional semimartingale decomposition and the existence of a deflator in an enlarged filtration;Aksamit,2015
3. Additional logarithmic utility of an insider;Amendinger;Stochastic Process. Appl.,1998
4. A primal–dual simulation algorithm for pricing multidimensional American options;Andersen;Manage. Sci.,2004
5. Insider trading in continuous time;Back;Rev. Financ. Stud.,1992
Cited by
4 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
1. Kyle equilibrium under random price pressure;Decisions in Economics and Finance;2019-02-01
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