Additional utility of insiders with imperfect dynamical information
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Publication:1776012
DOI10.1007/s00780-003-0119-yzbMath1064.60087OpenAlexW3122865301MaRDI QIDQ1776012
Peter Imkeller, Arturo Kohatsu-Higa, David Nualart, José Manuel Corcuera
Publication date: 20 May 2005
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10230/406
Generalizations of martingales (60G48) Stochastic calculus of variations and the Malliavin calculus (60H07) Auctions, bargaining, bidding and selling, and other market models (91B26)
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