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• W2043938858 abstract "In this paper, we use techniques of Malliavin calculus and forward integration to present a general stochastic maximum principle for anticipating stochastic differential equations driven by a Lévy type of noise. We apply our result to study a general stochastic differential game problem of an insider." @default.
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• W2043938858 date "2013-04-19" @default.
• W2043938858 modified "2023-09-26" @default.
• W2043938858 title "Stochastic Differential Games in Insider Markets via Malliavin Calculus" @default.
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• W2043938858 doi "https://doi.org/10.1007/s10957-013-0310-z" @default.
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