The Shannon information of filtrations and the additional logarithmic utility of insiders (Q2496964)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Shannon information of filtrations and the additional logarithmic utility of insiders |
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The Shannon information of filtrations and the additional logarithmic utility of insiders (English)
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26 July 2006
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enlargement of filtration
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utility maximization
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heterogeneous information
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insider model
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information difference
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entropy
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differential entropy
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