Insiders and Their Free Lunches: The Role of Short Positions (Q5097220): Difference between revisions

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+Arbitrage of the first kind and filtration enlargements in semimartingale financial models
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+On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration
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+Enlargement of Filtration with Finance in View
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+Additional logarithmic utility of an insider
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+Market Models with Optimal Arbitrage
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+Insider Trading in a Continuous Time Market Model
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+Random times at which insiders can have free lunches
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