| dc.date.accessioned | 2013-03-12T08:18:15Z | |
| dc.date.available | 2013-03-12T08:18:15Z | |
| dc.date.issued | 2003 | en_US |
| dc.date.submitted | 2009-12-17 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10852/10666 | |
| dc.language.iso | eng | en_US |
| dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
| dc.relation.ispartof | Preprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | en_US |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-8076 | |
| dc.rights | © The Author(s) (2003). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
| dc.title | Optimal Portfolio for an Insider in a Market Driven by Lévy Processes | en_US |
| dc.type | Research report | en_US |
| dc.date.updated | 2012-10-24 | en_US |
| dc.rights.holder | Copyright 2003 The Author(s) | |
| dc.creator.author | Di Nunno, Giulia | en_US |
| dc.creator.author | Meyer-Brandis, Thilo | en_US |
| dc.creator.author | Øksendal, Bernt | en_US |
| dc.creator.author | Proske, Frank | en_US |
| dc.subject.nsi | VDP::410 | en_US |
| dc.identifier.urn | URN:NBN:no-23786 | en_US |
| dc.type.document | Forskningsrapport | en_US |
| dc.identifier.duo | 97994 | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10666/2/pm36-03.pdf | |