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Progressive filtration expansions via a process, with applications to insider trading
Kchia, Younes; Protter, Philip E. - In: International journal of theoretical and applied finance 18 (2015) 4, pp. 1-48
Persistent link: https://www.econbiz.de/10011403783
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Kyle-Back's model with a random horizon
Corcuera, José Manuel; Di Nunno, Giulia - In: International journal of theoretical and applied finance 21 (2018) 2, pp. 1-41
Persistent link: https://www.econbiz.de/10011854431
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Optimal exercise of an executive stock option by an insider
Monoyios, Michael; Ng, Andrew - In: International journal of theoretical and applied finance 14 (2011) 1, pp. 83-106
Persistent link: https://www.econbiz.de/10008908387
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Insider trading and voluntary disclosure
Grégoire, Philippe - In: International journal of theoretical and applied finance 11 (2008) 2, pp. 143-162
Persistent link: https://www.econbiz.de/10003703071
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Financial market model with influential informed investors
Grorud, Axel; Pontier, Monique - In: International journal of theoretical and applied finance 8 (2005) 6, pp. 693-716
Persistent link: https://www.econbiz.de/10003133846
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Optimal logarithmic utility and optimal portfolios for an insider in a stochastic volatility market
Ewald, Christian-Oliver - In: International journal of theoretical and applied finance 8 (2005) 3, pp. 301-319
Persistent link: https://www.econbiz.de/10002893241
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Insider trading rules and price formation in securities markets : an entropy analysis of strategic trading
Keiber, Karl Ludwig - In: International journal of theoretical and applied finance 9 (2006) 8, pp. 1215-1243
Persistent link: https://www.econbiz.de/10003397168
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Minimal variance for insider trading
Biagini, Francesca; Øksendal, Bernt K. - In: International journal of theoretical and applied finance 9 (2006) 8, pp. 1351-1376
Persistent link: https://www.econbiz.de/10003397196
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Asymmetrical information and incomplete markets
Grorud, Axel; Pontier, Monique - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 285-302
Persistent link: https://www.econbiz.de/10001578728
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Asymmetric information in a financial market with jumps
Grorud, Axel - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 641-659
Persistent link: https://www.econbiz.de/10001526854