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Sulem, Agnès; Kohatsu-Higa, Arturo; ksendal, Bernt; Proske, Frank; Di Nunno, Giulia und Meyer-Brandis, Thilo 
ORCID: https://orcid.org/0000-0002-6374-7983
(2009):
Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading.
In: Du, Qiang (ed.) :
Special Volume: Mathematical Modeling and Numerical Methods in Finance. Handbook of Numerical Analysis, Vol. 15. Amsterdam: North-Holland. pp. 573-593
ORCID: https://orcid.org/0000-0002-6374-7983
(2009):
Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading.
In: Du, Qiang (ed.) :
Special Volume: Mathematical Modeling and Numerical Methods in Finance. Handbook of Numerical Analysis, Vol. 15. Amsterdam: North-Holland. pp. 573-593