Additional logarithmic utility of an insider (Q1805770): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 05:45, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Additional logarithmic utility of an insider |
scientific article |
Statements
Additional logarithmic utility of an insider (English)
0 references
18 November 1999
0 references
utility maximization
0 references
insider trading
0 references
initial enlargement of filtrations
0 references
relative entropy
0 references
entropy
0 references
security market
0 references