Insider trading with a random deadline under partial observations: maximal principle method (Q2087654)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Insider trading with a random deadline under partial observations: maximal principle method |
scientific article |
Statements
Insider trading with a random deadline under partial observations: maximal principle method (English)
0 references
21 October 2022
0 references
continuous-time insider trading
0 references
random deadline
0 references
partial observations
0 references
filtering theory
0 references
maximal principle
0 references
