scientific article; zbMATH DE number 2058904

zbMATH Open1060.91055MaRDI QIDQ4455467FDOQ4455467

Authors: Olena M. Soloveĭko, Svitlana V. Stotska 

Publication date: 16 March 2004

Title of this publication is not available (Why is that?)

Recommendations

• Incomplete markets with jumps and informed agents
• Insider models with finite utility in markets with jumps
• ASYMMETRIC INFORMATION IN A FINANCIAL MARKET WITH JUMPS
• Arbitrage and utility maximization in market models with an insider
• ASYMMETRICAL INFORMATION AND INCOMPLETE MARKETS

zbMATH Keywords

informed agent

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cited In (7)

• ASYMMETRIC INFORMATION IN A FINANCIAL MARKET WITH JUMPS
• The insider trading problem in a jump-binomial model
• The value of insight
• Arbitrage and utility maximization in market models with an insider
• Insider models with finite utility in markets with jumps
• ASYMMETRICAL INFORMATION AND INCOMPLETE MARKETS
• Model-independent pricing with insider information: a Skorokhod embedding approach

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