Viable insider markets (Q5087037): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1801.03720 / rank | |||
Normal rank | |||
Revision as of 22:22, 19 April 2024
scientific article; zbMATH DE number 7554648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viable insider markets |
scientific article; zbMATH DE number 7554648 |
Statements
Viable insider markets (English)
0 references
8 July 2022
0 references
stochastic differential equation
0 references
viable financial market
0 references
logarithmic utility
0 references
inside information
0 references
Donsker delta functional
0 references
Hida-Malliavin calculus
0 references
forward integrals
0 references
optimal insider control
0 references
