A UNIVERSAL OPTIMAL CONSUMPTION RATE FOR AN INSIDER-Reference-Cited by-同舟云学术

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A UNIVERSAL OPTIMAL CONSUMPTION RATE FOR AN INSIDER

Published:2006-01 Issue:1 Volume:16 Page:119-129
ISSN:0960-1627
Container-title:Mathematical Finance
language:en
Short-container-title:Mathematical Finance

Author:

Oksendal Bernt

Publisher

Wiley

Subject

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

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2006.00264.x/fullpdf

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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