Free lunch and arbitrage possibilities in a financial market model with an insider.
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Publication:1879525
DOI10.1016/S0304-4149(00)00071-5zbMath1047.60041OpenAlexW2143296890WikidataQ127977215 ScholiaQ127977215MaRDI QIDQ1879525
Monique Pontier, Ferenc Weisz, Peter Imkeller
Publication date: 22 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00071-5
Generalizations of martingales (60G48) Stochastic calculus of variations and the Malliavin calculus (60H07) Measures of information, entropy (94A17)
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- Comment détecter le délit d'initiés?
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