An Anticipating Calculus Approach to the Utility Maximization of an Insider

By Jorge A. León, Reyla Navarro, David Nualart. 2003

64 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8bf14cd2419e82e07f92c325de71d974f5442057

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

  1. Pierre Vallois
  2. Francesco Russo
  3. Bernt Øksendal
  4. David Nualart
  5. Ivan Nourdin
  6. Jason Swanson
  7. Laurent Decreusefond
  8. Fred Espen Benth

In Finance

  1. Pierre Vallois
  2. Francesco Russo
  3. Bernt Øksendal
  4. Francesca Biagini
  5. David Nualart
  6. Ivan Nourdin
  7. Jason Swanson
  8. Dung Nguyen Tien

Citations in the corpus