An Application of the Forward Integral to an Insider's Optimal Portfolio with the Dividend

Yong Liang, Weiyin Fei, Hongjian Liu, Dengfeng Xia. An Application of the Forward Integral to an Insider's Optimal Portfolio with the Dividend. In Shoumei Li, Xia Wang, Yoshiaki Okazaki, Jun Kawabe, Toshiaki Murofushi, Li Guan, editors, Nonlinear Mathematics for Uncertainty and its Applications, NL-MUA 2011, Beijing, China, September 7-9, 2011. Volume 100 of Advances in Intelligent and Soft Computing, pages 263-270, Springer, 2011. [doi]

Abstract

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