Additional logarithmic utility of an insider (Q1805770)

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Additional logarithmic utility of an insider
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    title
    Additional logarithmic utility of an insider (English)
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    author
    Jürgen Amendinger
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    Peter Imkeller
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    Martin Schweizer
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    publication date
    18 November 1999
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    Mathematics Subject Classification ID
    91B28
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    60H30
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    91B16
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    60G44
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    94A17
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    zbMATH DE Number
    1364483
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    zbMATH Keywords
    utility maximization
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    insider trading
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    initial enlargement of filtrations
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    relative entropy
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    entropy
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    security market
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