Finite utility on financial markets with asymmetric information and structure properties of the price dynamics (Q2485322): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2139768402 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:17, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite utility on financial markets with asymmetric information and structure properties of the price dynamics |
scientific article |
Statements
Finite utility on financial markets with asymmetric information and structure properties of the price dynamics (English)
0 references
4 August 2005
0 references
insider trading
0 references
enlargement of filtration
0 references
free lunch with vanishing risk
0 references
(NFLVR)
0 references
arbitrage
0 references
finite expected utility
0 references
semimartingale
0 references
stochastic integrator
0 references
information drift
0 references
