A UNIVERSAL OPTIMAL CONSUMPTION RATE FOR AN INSIDER

Author:

Oksendal Bernt

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Reference15 articles.

1. Stochastic Control of Partially Observable Systems

2. C.Blanchet-Scalliet, N.El Karoui, M.Jeanblanc, and L.Martinelli(2002 ): Optimal Investment and Consumption Decisions When Time-Horizon Is Uncertain . Forthcoming.

3. F.Biagini, and B.Oksendal(2004 ): Minimal Variance Hedging for Insider Trading . Preprint, Department of Mathematics, University of Oslo.

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