On Existence of Local Martingale Measures for Insiders who Can Stop at Honest Times (Q5293310)
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scientific article; zbMATH DE number 5169096
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Existence of Local Martingale Measures for Insiders who Can Stop at Honest Times |
scientific article; zbMATH DE number 5169096 |
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On Existence of Local Martingale Measures for Insiders who Can Stop at Honest Times (English)
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29 June 2007
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insider trading
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progressive enlargement of filtrations
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equivalent martingale measure
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NFLVR
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honest time
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