On the semimartingale property via bounded logarithmic utility
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- Giulia Di Nunno & Thilo Meyer-Brandis & Bernt �ksendal & Frank Proske, 2006. "Optimal portfolio for an insider in a market driven by Levy processes," Quantitative Finance, Taylor & Francis Journals, vol. 6(1), pages 83-94.
- Tomas Björk & Henrik Hult, 2005. "A note on Wick products and the fractional Black-Scholes model," Finance and Stochastics, Springer, vol. 9(2), pages 197-209, 04.
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