Additional logarithmic utility of an insider (Q1805770)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Additional logarithmic utility of an insider |
scientific article |
Statements
Additional logarithmic utility of an insider (English)
0 references
18 November 1999
0 references
utility maximization
0 references
insider trading
0 references
initial enlargement of filtrations
0 references
relative entropy
0 references
entropy
0 references
security market
0 references
0 references
