Arbitrage and utility maximization in market models with an insider (Q1670397)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Arbitrage and utility maximization in market models with an insider |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Arbitrage and utility maximization in market models with an insider |
scientific article |
Statements
Arbitrage and utility maximization in market models with an insider (English)
0 references
5 September 2018
0 references
initial enlargement of filtration
0 references
optimal arbitrage
0 references
no unbounded profits with bounded risk
0 references
incomplete markets
0 references
hedging
0 references
utility maximization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8510124087333679
0 references
0.8206214904785156
0 references
0.810913622379303
0 references
0.8048539161682129
0 references
