Browsing All of EconStor by Author Imkeller, Peter
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
1998 | Additional logarithmic utility of an insider | Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin |
2001 | Random times at which insiders can have free lunches | Imkeller, Peter |
2002 | Malliavin's calculus in insider models: Additional utility and free lunches | Imkeller, Peter |
2005 | A Simple Model for Trading Climate Risk | Chaumont, Sébastien; Imkeller, Peter; Müller, Matthias; Horst, Ulrich |
2005 | The Shannon information of filtrations and the additional logarithmic utility of insiders | Ankirchner, Stefan; Dereich, Steffen; Imkeller, Peter |
2005 | A two state model for noise-induced resonance in bistable systems with delay | Fischer, Markus; Imkeller, Peter |
2011 | Forward-backward systems for expected utility maximization | Horst, Ulrich; Hu, Ying; Imkeller, Peter; Réveillac, Anthony; Zhang, Jianing |
2017 | Optimal stopping with f-expectations: The irregular case | Grigorova, Miryana; Imkeller, Peter; Ouknine, Youssef; Quenze, Marie-Claire |
2018 | Doubly reflected BSDEs and epsilon f-Dynkin games: Beyond the right-continuous case | Grigorova, Miryana; Imkeller, Peter; Quenez, Marie-Claire; Ouknine, Youssef |