ASYMMETRIC INFORMATION IN A FINANCIAL MARKET WITH JUMPS (Q4528081)
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scientific article; zbMATH DE number 1558388
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| English | ASYMMETRIC INFORMATION IN A FINANCIAL MARKET WITH JUMPS |
scientific article; zbMATH DE number 1558388 |
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ASYMMETRIC INFORMATION IN A FINANCIAL MARKET WITH JUMPS (English)
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2000
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insider trading
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Brownian-Poisson mixed diffusion
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enlargement of filtrations
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0.8072648048400879
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0.8043515682220459
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0.8032796382904053
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