Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches (Q4409043)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches |
scientific article; zbMATH DE number 1941979
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches |
scientific article; zbMATH DE number 1941979 |
Statements
Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches (English)
0 references
16 December 2003
0 references
insider trading
0 references
enlargement of filtrations
0 references
arbitrage
0 references
equivalent martingale measure
0 references
Bessel process
0 references
0 references
0.8325512409210205
0 references
0.8265097141265869
0 references
0.8188323974609375
0 references
0.8184695243835449
0 references
0.8116491436958313
0 references
