Logarithmic utility maximization for insiders in progressively enlarged filtrations (Q5064145)
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scientific article; zbMATH DE number 7494844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Logarithmic utility maximization for insiders in progressively enlarged filtrations |
scientific article; zbMATH DE number 7494844 |
Statements
Logarithmic utility maximization for insiders in progressively enlarged filtrations (English)
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21 March 2022
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log-utility maximization
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enlargement of filtration
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insider trading
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