Malliavin's calculus in insider models : additional utility and free lunches
Year of publication: |
2003
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Authors: | Imkeller, Peter |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 13.2003, 1, p. 153-169
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Subject: | Malliavin | Insiderhandel | Insider trading | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Informationswert | Information value | Nutzen | Utility | Theorie | Theory | Martingal | Martingale |
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