leon.navarro.ea:03:anticipating¶
BibTeX Entry:
@incollection{leon.navarro.ea:03:anticipating,
author = {Le\'{o}n, Jorge A. and Navarro, Reyla and Nualart, David},
doi = {10.1111/1467-9965.00012},
fjournal = {Mathematical Finance. An International Journal of Mathematics, Statistics and Financial Economics},
issn = {0960-1627},
journal = {Math. Finance},
mrclass = {91B26 (60H07)},
mrnumber = {1968103},
note = {Conference on Applications of Malliavin Calculus in Finance (Rocquencourt, 2001)},
number = {1},
pages = {171--185},
title = {An anticipating calculus approach to the utility maximization of an insider},
url = {https://doi.org/10.1111/1467-9965.00012},
volume = {13},
year = {2003}
}