A general stochastic calculus approach to insider trading

DOI10.1007/s00245-005-0825-2zbMath1093.60044OpenAlexW2099645792MaRDI QIDQ2493284

Francesca Biagini, Bernt Øksendal

Publication date: 12 June 2006

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/163683

zbMATH Keywords

Wick productutility functionSkorokhod integralForward integral

Mathematics Subject Classification ID

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