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

Quantitative Finance 2006 / 02 Vol. 6; Iss. 1

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

Nunno, Giulia Di, Meyer-Brandis, Thilo, Øksendal, Bernt, Proske, Frank
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
6
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680500467905
Date:
February, 2006
File:
PDF, 197 KB
english, 2006
Conversion to is in progress
Conversion to is failed