Arbitrage and utility maximization in market models with an insider (Q1670397)
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scientific article; zbMATH DE number 6932270
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| English | Arbitrage and utility maximization in market models with an insider |
scientific article; zbMATH DE number 6932270 |
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Arbitrage and utility maximization in market models with an insider (English)
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5 September 2018
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initial enlargement of filtration
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optimal arbitrage
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no unbounded profits with bounded risk
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incomplete markets
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hedging
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utility maximization
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0.8510124087333679
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0.8206214904785156
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0.810913622379303
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0.8048539161682129
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