Finite utility on financial markets with asymmetric information and structure properties of the price dynamics (Q2485322)
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scientific article; zbMATH DE number 2191864
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| English | Finite utility on financial markets with asymmetric information and structure properties of the price dynamics |
scientific article; zbMATH DE number 2191864 |
Statements
Finite utility on financial markets with asymmetric information and structure properties of the price dynamics (English)
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4 August 2005
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insider trading
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enlargement of filtration
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free lunch with vanishing risk
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(NFLVR)
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arbitrage
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finite expected utility
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semimartingale
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stochastic integrator
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information drift
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0.8369123339653015
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0.8124464154243469
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0.8033685088157654
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0.7891741394996643
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0.7876648902893066
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