Stock market insider trading in continuous time with imperfect dynamic information (Q3585325): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: MINIMAL VARIANCE HEDGING FOR INSIDER TRADING / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Continuous auctions and insider trading: uniqueness and risk aversion / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Foundations of Modern Probability / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Anticipative portfolio optimization / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Random times and enlargements of filtrations in a Brownian setting. / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4435813 / rank | |||
Normal rank | |||
Latest revision as of 02:17, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock market insider trading in continuous time with imperfect dynamic information |
scientific article |
Statements
Stock market insider trading in continuous time with imperfect dynamic information (English)
0 references
19 August 2010
0 references
insider trading
0 references
dynamic private information
0 references
rational expectations equilibrium
0 references
non-Markovian pricing rule
0 references
linear filtering
0 references
0 references
