A Large Trader-Insider Model

DOI10.1142/9789812774637_0003MaRDI QIDQ5487017zbMATH OpenOpenAlexFDO

Authors Agnès Sulem, Arturo Kohatsu-Higa

Publication date 18 September 2006

Published in Stochastic Processes and Applications to Mathematical Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789812774637_0003

zbMATH Keywords

anticipating calculusinformation asymmetrylarge traders

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cited in

(10)

• Financial markets with a large trader
• The insider-outsider model reexamined
• scientific article; zbMATH DE number 5990510 (Why is no real title available?)
• Insider Trading in a Continuous Time Market Model
• A time before which insiders would not undertake risk
• A simple comparison between Skorokhod \& Russo-Vallois integration for insider trading
• Short communication: Chances for the honest in honest versus insider trading
• Models for Insider Trading with Finite Utility
• A market model with medium/long-term effects due to an insider
• A White Noise Approach to Insider Trading

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