The Shannon information of filtrations and the additional logarithmic utility of insiders (Q2496964)
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scientific article
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| English | The Shannon information of filtrations and the additional logarithmic utility of insiders |
scientific article |
Statements
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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0.8900630474090576
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0.8837110996246338
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0.8188323974609375
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0.8184202313423157
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0.8041593432426453
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