Optimal portfolio for an insider in a market driven by Lévy processes§
Work
Year: 2006
Type: article
Source: Quantitative Finance
Institutions University of Oslo, Norwegian School of Economics
Cites: 34
Cited by: 88
Related to: 10
FWCI: 4.007
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed