108 citations · 419 across the 35 of their papers we have counts for
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math.PR2020
Optimal portfolios for different anticipating integrals under insider information
Carlos Escudero, Sandra Ranilla-Cortina
We consider the non-adapted version of a simple problem of portfolio optimization in a financial market that results from the presence of insider information. We analyze it via ant…
math.PR2020
Kinetic energy of the Langevin particle
Carlos Escudero
We compute the kinetic energy of the Langevin particle using different approaches. We build stochastic differential equations that describe this physical quantity based on both the…