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Øksendal, Bernt; Sulem, Agnès Risk minimization in financial markets modeled by Itô-Lévy processes. (English) Zbl 1334.60122 Afr. Mat. 26, No. 5-6, 939-979 (2015). MSC: 60H30 60H10 60H20 60G51 60J75 93E20 49K45 49N90 49N70 91G80 91B30 91G10 91B70 91A15 91A23 PDFBibTeX XMLCite \textit{B. Øksendal} and \textit{A. Sulem}, Afr. Mat. 26, No. 5--6, 939--979 (2015; Zbl 1334.60122) Full Text: DOI arXiv
Aase, Knut K.; Bjuland, Terje; Øksendal, Bernt Strategic insider trading equilibrium: a filter theory approach. (English) Zbl 1267.91058 Afr. Mat. 23, No. 2, 145-162 (2012). MSC: 91G10 91B26 91G50 60G35 62M20 93E10 93E20 PDFBibTeX XMLCite \textit{K. K. Aase} et al., Afr. Mat. 23, No. 2, 145--162 (2012; Zbl 1267.91058) Full Text: DOI