Browsing Publikasjoner fra CRIStin (NHH) by Author "Draouil, Olfa"
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A Donsker delta functional approach to optimal insider control and applications to finance
Draouil, Olfa; Øksendal, Bernt (Journal article; Peer reviewed, 2015)We study optimal insider control problems, i.e. optimal control problems of stochastic systems where the controller at any time t, in addition to knowledge about the history of the system up to this time, also has ...