Viable insider markets (Q5087037)
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scientific article; zbMATH DE number 7554648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viable insider markets |
scientific article; zbMATH DE number 7554648 |
Statements
Viable insider markets (English)
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8 July 2022
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stochastic differential equation
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viable financial market
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logarithmic utility
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inside information
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Donsker delta functional
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Hida-Malliavin calculus
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forward integrals
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optimal insider control
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