Optimal investment with insider information using Skorokhod & Russo-Vallois integration

Fuente: arXiv

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Bibliographic Details
Main Authors:	Elizalde, Mauricio, Escudero, Carlos, Ichiba, Tomoyuki
Format:	Preprint
Published:	2022
Subjects:	Optimization and Control Probability Mathematical Finance Portfolio Management 60H05, 60H07, 60H10, 60H30, 91G10
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2211.07471