David Nualart

University of Barcelona - Department of Statistics

SCHOLARLY PAPERS

2

DOWNLOADS

139

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.

Additional Utility of Insiders with Imperfect Dynamical Information

UPF Economics and Business Working Paper No. 675
Number of pages: 28 Posted: 08 Sep 2003
University of Barcelona - Faculty of Mathematics, Humboldt University of Berlin - Department of Mathematics, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and University of Barcelona - Department of Statistics
Downloads 114 (324,523)
Citation 1

Abstract:

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Insider trading, enlargement of filtrations, Malliavin's calculus, utility maximization, arbitrage

2.

An Anticipating Calculus Approach to the Utility Maximization of an Insider

Number of pages: 15 Posted: 19 Jan 2003
Centro de Investigación y de Estudios Avanzados del IPN (CINVESTAV-IPN) - Dpto. de Matematicas, Departamento de Física y Matemáticas and University of Barcelona - Department of Statistics
Downloads 25 (648,335)

Abstract:

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