Additional logarithmic utility of an insider (Q1805770)
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scientific article; zbMATH DE number 1364483
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Additional logarithmic utility of an insider |
scientific article; zbMATH DE number 1364483 |
Statements
Additional logarithmic utility of an insider (English)
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18 November 1999
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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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0.8837110996246338
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0.847791850566864
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0.8214116096496582
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0.8213634490966797
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0.8055953979492188
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