Logarithmic utility maximization for insiders in progressively enlarged filtrations (Q5064145)
From MaRDI portal
scientific article; zbMATH DE number 7494844
Language | Label | Description | Also known as |
---|---|---|---|
English | Logarithmic utility maximization for insiders in progressively enlarged filtrations |
scientific article; zbMATH DE number 7494844 |
Statements
Logarithmic utility maximization for insiders in progressively enlarged filtrations (English)
0 references
21 March 2022
0 references
log-utility maximization
0 references
enlargement of filtration
0 references
insider trading
0 references