Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches (Q4409043)
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scientific article; zbMATH DE number 1941979
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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16 December 2003
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insider trading
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enlargement of filtrations
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arbitrage
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equivalent martingale measure
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Bessel process
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0.8325512409210205
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0.8265097141265869
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0.8188323974609375
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0.8184695243835449
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0.8116491436958313
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