Ankirchner, Stefan; Imkeller, Peter; Dereich, Steffen - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2005
simple financial market model with two kinds of small traders: less informed traders and insiders, whose extra information is … the insiders and the less informed traders expected logarithmic utility is described in terms of the information drift, i … the one hand, we describe the information drift in a very general setting by natural quantitiesexpressing the …