The value of informational arbitrage
Year of publication: |
2020
|
---|---|
Authors: | Chau, Huy N. ; Cosso, Andrea ; Fontana, Claudio |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 24.2020, 2, p. 277-307
|
Subject: | Value of information | Enlargement of filtration | Arbitrage | Indifference price | Martingale representation | Informationswert | Information value | Martingal | Martingale | Arbitrage Pricing | Arbitrage pricing | Optionspreistheorie | Option pricing theory |
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