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Jose Antonio Salmeron
Jose Antonio Salmeron
Spanish National Institute of Statistics
Verified email at uc3m.es
Title
Cited by
Cited by
Year
Insider information and its relation with the arbitrage condition and the utility maximization problem
B D'Auria, JA Salmeron
Mathematical Biosciences and Engineering 17 (2), 998-1019, 2020
102020
Valuing the anticipative information on the stochastic short interest rates
B D'Auria, JA Salmerón
arXiv preprint arXiv:1711.03642, 2017
32017
Anticipative information in a Brownian− Poisson market
B D’Auria, JA Salmeron
Annals of Operations Research, 1-26, 2022
2*2022
An anticipative Markov modulated market
B D'Auria, JA Salmerón
arXiv preprint arXiv:2202.03529, 2022
22022
A short note on" Anticipative Portfolio Optimization"
B D'Auria, JA Salmerón
arXiv preprint arXiv:1809.09001, 2018
22018
A note on Insider information and its relation with the arbitrage condition and the utility maximization problem
B D’Auria, JA Salmerón
Mathematical Biosciences and Engineering 20 (5), 8305-8307, 2023
2023
Before and after default: information and optimal portfolio via anticipating calculus
JA Salmerón, G Di Nunno, B D'Auria
arXiv preprint arXiv:2208.07163, 2022
2022
Privileged information on financial assets via enlargement of filtrations
JA Salmerón Garrido
https://arxiv. org/abs/1711.03642 v4, 2022
2022
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Articles 1–8