A general stochastic calculus approach to insider trading
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Publication:2493284
DOI10.1007/s00245-005-0825-2zbMath1093.60044MaRDI QIDQ2493284
Francesca Biagini, Bernt Øksendal
Publication date: 12 June 2006
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11250/163683
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus
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