Finite utility on financial markets with asymmetric information and structure properties of the price dynamics (Q2485322): Difference between revisions
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Latest 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 |
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Finite utility on financial markets with asymmetric information and structure properties of the price dynamics (English)
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4 August 2005
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insider trading
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enlargement of filtration
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free lunch with vanishing risk
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(NFLVR)
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arbitrage
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finite expected utility
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semimartingale
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stochastic integrator
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information drift
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