✦ LIBER ✦

UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET

✍ Scribed by Arturo Kohatsu-Higa; Agnès Sulem

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An Anticipating Calculus Approach to the

✍ Jorge A. León; Reyla Navarro; David Nualart 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 127 KB

Utility maximization in incomplete marke

✍ Hu, Ying; Imkeller, Peter; Müller, Matthias 📂 Article 📅 2005 🏛 Institute of Mathematical Statistics 🌐 English ⚖ 166 KB

Optimal Switching with Constraints and U

✍ Song, Qingshuo; Yin, G. George; Zhu, Chao 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 284 KB

RELAXED UTILITY MAXIMIZATION IN COMPLETE

✍ Sara Biagini; Paolo Guasoni 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 192 KB

BSDEs in utility maximization with BMO m

✍ Christoph Frei; Markus Mocha; Nicholas Westray 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 367 KB

Stability of utility-maximization in inc

✍ Kasper Larsen; Gordan Žitković 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 381 KB