A Universal optimal consumption rate for an insider

Mathematical Finance

Volumn 16, Issue 1, 2006, Pages 119-129

  Øksendal, Bernt ^a  

^a UNIVERSITY OF OSLO   (Norway)

Author keywords

Forward integrals; Insider trading; L vy process; Optimal consumption investment rate

Indexed keywords

EID: 33645116664     PISSN: 09601627     EISSN: 14679965     Source Type: Journal    
DOI: 10.1111/j.1467-9965.2006.00264.x     Document Type: Conference Paper

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