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scientific article
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scientific article

    Statements

    author
    Stefan Ankirchner
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    Peter Imkeller
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    publication date
    11 June 2008
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    Mathematics Subject Classification ID
    60H30
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    94A17
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    91B16
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    60G44
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    zbMATH DE Number
    5287150
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    zbMATH Keywords
    enlargement of filtration
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    logarithmic utility
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    utility maximization
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    heterogeneous information
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    insider model
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    Shannon information
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    information difference
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    entropy
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