Additional utility of insiders with imperfect dynamical information

Finance and Stochastics

Volumn 8, Issue 3, 2004, Pages 437-450

  Corcuera, José M ^a   Imkeller, Peter ^b   Kohatsu Higa, Arturo ^c   Nualart, David ^a  

^a UNIVERSITY OF BARCELONA   (Spain)

^b HUMBOLDT UNIVERSITY   (Germany)

^c DEPARTMENT OF ECONOMICS AND BUSINESS   (Spain)

Author keywords

Arbitrage; Enlargement of filiations; Insider trading; Malliavin's calculus; Utility maximization

Indexed keywords

EID: 21144453095     PISSN: 09492984     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00780-003-0119-y     Document Type: Article

References (14)

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