Optimal portfolio for an insider in a market driven by Lévy processes

By Giulia di Nunno, T. Meyer‐Brandis, Bernt Øksendal, Frank Norbert Proske. 2006

75 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/7f4b16bc70af0ea740ccbe9eaefc35b80b9c8f8a